-16.7%
TEAM vs MP
+257.7%
-274.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +4.9% | -21.1% | -17.0% |
| 7D | -19.8% | -10.5% | -9.3% | -18.5% |
| 30D | -21.5% | -23.5% | +2.0% | -18.2% |
| 3M | +39.5% | -25.4% | +64.9% | +45.5% |
| 6M | +73.1% | -51.3% | +124.3% | +91.4% |
| YTD | -5.2% | -29.9% | +24.7% | -3.7% |
| 1Y | -1.6% | -31.8% | +30.3% | -0.3% |
| 3Y | -11.4% | +127.0% | -138.4% | -42.3% |
| 5Y | -65.1% | -3.3% | -61.8% | -71.6% |
| All | -16.7% | +257.7% | -274.4% | -45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling