+170.1%
F vs MP
+257.7%
-87.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.7% | -1.6% |
| 7D | +1.6% | -10.5% | +12.1% | +3.3% |
| 30D | +2.6% | -23.5% | +26.2% | +7.1% |
| 3M | -8.8% | -25.4% | +16.6% | -4.8% |
| 6M | +4.6% | -51.3% | +55.9% | +16.2% |
| YTD | -1.9% | -29.9% | +28.0% | +0.2% |
| 1Y | -0.8% | -31.8% | +31.1% | +1.1% |
| 3Y | +43.5% | +127.0% | -83.5% | -1.9% |
| 5Y | -12.1% | -3.3% | -8.8% | -28.8% |
| All | +170.1% | +257.7% | -87.6% | +66.5% |
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