-17.5%
TEAM vs MP
+278.3%
-295.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.4% |
| 7D | -16.9% | +11.0% | -27.9% | -18.5% |
| 30D | -26.8% | -11.7% | -15.1% | -25.5% |
| 3M | -1.9% | -30.8% | +28.9% | +3.3% |
| 6M | +79.2% | -42.9% | +122.1% | +92.9% |
| YTD | -6.1% | -25.9% | +19.8% | -5.5% |
| 1Y | -2.1% | -37.3% | +35.2% | +1.1% |
| 3Y | -13.6% | +150.7% | -164.3% | -44.9% |
| 5Y | -65.8% | -19.3% | -46.5% | -71.9% |
| All | -17.5% | +278.3% | -295.8% | -46.9% |
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