+335.9%
TER vs MP
+450.8%
-114.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +5.1% |
| 7D | +0.6% | -2.9% | +3.5% | +1.4% |
| 30D | -8.3% | +13.8% | -22.1% | -11.5% |
| 3M | -12.2% | -16.7% | +4.5% | -8.4% |
| 6M | +17.1% | -11.5% | +28.6% | +19.7% |
| YTD | +84.7% | +7.9% | +76.7% | +80.3% |
| 1Y | +199.9% | -15.0% | +215.0% | +200.4% |
| 3Y | +232.8% | +153.5% | +79.3% | +131.4% |
| 5Y | +198.6% | +58.7% | +139.9% | +128.5% |
| All | +335.9% | +450.8% | -114.9% | +220.6% |
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