+53.9%
F vs MP
+58.1%
-4.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.2% |
| 7D | +5.3% | -2.9% | +8.2% | +5.9% |
| 30D | +4.6% | +13.8% | -9.2% | +2.1% |
| 3M | -3.7% | -16.7% | +13.0% | -1.3% |
| 6M | +16.8% | -11.5% | +28.3% | +16.9% |
| YTD | +15.3% | +7.9% | +7.4% | +9.6% |
| 1Y | +31.0% | -15.0% | +46.0% | +27.1% |
| 3Y | +45.4% | +153.5% | -108.1% | -6.0% |
| All | +53.9% | +58.1% | -4.1% | +8.3% |
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 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