+57.9%
TMO vs MP
+125.4%
-67.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | +2.4% |
| 7D | -0.3% | -10.5% | +10.2% | +0.2% |
| 30D | +4.9% | -23.5% | +28.5% | +6.2% |
| 3M | +19.9% | -25.4% | +45.3% | +21.3% |
| 6M | +47.2% | -51.3% | +98.4% | +52.1% |
| YTD | +20.2% | -29.9% | +50.1% | +21.1% |
| 1Y | +23.2% | -31.8% | +55.0% | +24.0% |
| All | +57.9% | +125.4% | -67.5% | +37.3% |
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