+102.2%
TMO vs MP
+291.5%
-189.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.1% |
| 7D | +0.8% | +9.5% | -8.7% | +0.2% |
| 30D | +4.0% | -3.0% | +7.0% | +4.1% |
| 3M | +17.6% | -30.4% | +48.0% | +19.8% |
| 6M | +57.3% | -39.2% | +96.4% | +60.9% |
| YTD | +21.2% | -23.3% | +44.5% | +21.6% |
| 1Y | +21.1% | -32.6% | +53.8% | +22.3% |
| 3Y | +58.8% | +159.3% | -100.4% | +39.9% |
| 5Y | +11.8% | -16.4% | +28.3% | +3.1% |
| All | +102.2% | +291.5% | -189.3% | +88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling