+53.4%
T vs MP
-5.6%
+59.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.9% | -5.8% | -0.9% |
| 7D | +1.0% | -10.5% | +11.5% | +1.2% |
| 30D | -10.6% | -23.5% | +12.9% | -10.2% |
| 3M | -7.7% | -25.4% | +17.7% | -7.4% |
| 6M | -13.3% | -51.3% | +38.0% | -12.2% |
| YTD | -8.8% | -29.9% | +21.1% | -8.9% |
| 1Y | -8.4% | -31.8% | +23.4% | -8.6% |
| 3Y | +59.6% | +127.0% | -67.3% | +44.4% |
| All | +53.4% | -5.6% | +59.0% | +45.2% |
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