+202.8%
TER vs MP
+58.1%
+144.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +5.1% |
| 7D | +0.6% | -2.9% | +3.5% | +1.5% |
| 30D | -8.3% | +13.8% | -22.1% | -12.0% |
| 3M | -12.2% | -16.7% | +4.5% | -7.9% |
| 6M | +17.1% | -11.5% | +28.6% | +20.0% |
| YTD | +84.7% | +7.9% | +76.7% | +79.3% |
| 1Y | +199.9% | -15.0% | +215.0% | +199.2% |
| 3Y | +232.8% | +153.5% | +79.3% | +109.9% |
| All | +202.8% | +58.1% | +144.8% | +116.5% |
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