+71.6%
T vs MP
+450.8%
-379.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.2% |
| 3M | +14.3% | -16.7% | +31.0% | +14.6% |
| 6M | -9.3% | -11.5% | +2.2% | -9.2% |
| YTD | +7.1% | +7.9% | -0.8% | +6.6% |
| 1Y | -9.1% | -15.0% | +5.9% | -9.3% |
| 3Y | +105.3% | +153.5% | -48.2% | +95.5% |
| 5Y | +66.8% | +58.7% | +8.2% | +60.2% |
| All | +71.6% | +450.8% | -379.2% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling