-65.3%
TEAM vs MP
-5.6%
-59.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +4.9% | -21.1% | -17.1% |
| 7D | -19.8% | -10.5% | -9.3% | -18.3% |
| 30D | -21.5% | -23.5% | +2.0% | -17.6% |
| 3M | +39.5% | -25.4% | +64.9% | +46.5% |
| 6M | +73.1% | -51.3% | +124.3% | +95.0% |
| YTD | -5.2% | -29.9% | +24.7% | -3.8% |
| 1Y | -1.6% | -31.8% | +30.3% | -0.6% |
| 3Y | -11.4% | +127.0% | -138.4% | -53.9% |
| All | -65.3% | -5.6% | -59.7% | -72.7% |
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