+67.7%
T vs MP
+58.1%
+9.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.0% |
| 7D | -1.3% | -2.9% | +1.6% | -1.2% |
| 30D | +11.4% | +13.8% | -2.5% | +11.1% |
| 3M | +14.3% | -16.7% | +31.0% | +14.7% |
| 6M | -9.3% | -11.5% | +2.2% | -9.2% |
| YTD | +7.1% | +7.9% | -0.8% | +6.2% |
| 1Y | -9.1% | -15.0% | +5.9% | -9.5% |
| 3Y | +105.3% | +153.5% | -48.2% | +89.3% |
| All | +67.7% | +58.1% | +9.6% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling