+206.4%
TER vs MP
+262.7%
-56.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.1% | -1.7% | -5.6% |
| 7D | -19.9% | -12.5% | -7.3% | -17.1% |
| 30D | -43.5% | -23.3% | -20.2% | -39.7% |
| 3M | -37.8% | -24.4% | -13.4% | -33.8% |
| 6M | -25.6% | -45.8% | +20.2% | -14.0% |
| YTD | +29.8% | -28.9% | +58.7% | +40.2% |
| 1Y | +43.2% | -34.6% | +77.8% | +56.6% |
| 3Y | +189.3% | +118.7% | +70.6% | +109.0% |
| 5Y | +76.9% | -3.1% | +80.0% | +51.6% |
| All | +206.4% | +262.7% | -56.3% | +149.2% |
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