+77.1%
TMO vs MP
+450.8%
-373.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -0.8% |
| 7D | -1.4% | -2.9% | +1.5% | -1.2% |
| 30D | +6.2% | +13.8% | -7.6% | +5.3% |
| 3M | +27.5% | -16.7% | +44.2% | +28.5% |
| 6M | +20.0% | -11.5% | +31.4% | +20.0% |
| YTD | +6.1% | +7.9% | -1.8% | +4.6% |
| 1Y | +25.8% | -15.0% | +40.9% | +24.7% |
| 3Y | +11.2% | +153.5% | -142.3% | -1.5% |
| 5Y | +9.6% | +58.7% | -49.1% | -0.5% |
| All | +77.1% | +450.8% | -373.7% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling