-11.4%
F vs MP
-13.9%
+2.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.9% | -0.1% |
| 7D | +1.4% | -19.0% | +20.3% | +5.0% |
| 30D | +2.0% | -30.5% | +32.5% | +8.4% |
| 3M | -10.4% | -29.6% | +19.2% | -5.3% |
| 6M | +9.7% | -50.4% | +60.1% | +21.9% |
| YTD | -1.2% | -33.2% | +32.0% | +1.7% |
| 1Y | 0.0% | -38.6% | +38.6% | +3.8% |
| 3Y | +41.1% | +105.5% | -64.4% | -9.1% |
| 5Y | -11.4% | -7.8% | -3.6% | -27.6% |
| All | -11.4% | -13.9% | +2.5% | -27.6% |
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