+17.5%
TMO vs MP
+159.6%
-142.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -1.8% |
| 7D | +0.4% | +3.0% | -2.6% | +0.3% |
| 30D | +1.5% | +8.3% | -6.8% | +1.0% |
| 3M | +28.5% | -3.8% | +32.4% | +28.5% |
| 6M | +20.4% | -4.9% | +25.3% | +20.0% |
| YTD | +4.3% | +9.6% | -5.3% | +2.8% |
| 1Y | +24.1% | -11.7% | +35.8% | +22.6% |
| 3Y | +17.5% | +158.5% | -141.0% | +2.7% |
| All | +17.5% | +159.6% | -142.1% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling