+13.9%
TMO vs MP
-13.8%
+27.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | +2.2% |
| 7D | -0.3% | -10.5% | +10.2% | +0.5% |
| 30D | +4.9% | -23.5% | +28.5% | +7.1% |
| 3M | +19.9% | -25.4% | +45.3% | +22.3% |
| 6M | +47.2% | -51.3% | +98.4% | +54.8% |
| YTD | +20.2% | -29.9% | +50.1% | +21.5% |
| 1Y | +23.2% | -31.8% | +55.0% | +24.3% |
| 3Y | +54.2% | +127.0% | -72.8% | +25.3% |
| All | +13.9% | -13.8% | +27.7% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling