+25.8%
TMO vs MP
-17.4%
+43.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -0.8% |
| 7D | -1.4% | -2.9% | +1.5% | -1.3% |
| 30D | +6.2% | +13.8% | -7.6% | +6.1% |
| 3M | +27.5% | -16.7% | +44.2% | +28.4% |
| 6M | +20.0% | -11.5% | +31.4% | +20.4% |
| YTD | +6.1% | +7.9% | -1.8% | +6.9% |
| 1Y | +25.8% | -15.0% | +40.9% | +26.8% |
| All | +25.8% | -17.4% | +43.2% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling