-9.1%
T vs MP
-17.4%
+8.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -1.9% |
| 7D | -1.3% | -2.9% | +1.6% | -1.4% |
| 30D | +11.4% | +13.8% | -2.5% | +12.4% |
| 3M | +14.3% | -16.7% | +31.0% | +13.9% |
| 6M | -9.3% | -11.5% | +2.2% | -9.0% |
| YTD | +7.1% | +7.9% | -0.8% | +8.3% |
| 1Y | -9.1% | -15.0% | +5.9% | -8.4% |
| All | -9.1% | -17.4% | +8.3% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling