+217.5%
F vs MP
+450.8%
-233.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.2% |
| 7D | +5.3% | -2.9% | +8.2% | +5.8% |
| 30D | +4.6% | +13.8% | -9.2% | +2.2% |
| 3M | -3.7% | -16.7% | +13.0% | -1.4% |
| 6M | +16.8% | -11.5% | +28.3% | +16.9% |
| YTD | +15.3% | +7.9% | +7.4% | +10.0% |
| 1Y | +31.0% | -15.0% | +46.0% | +27.5% |
| 3Y | +45.4% | +153.5% | -108.1% | +0.1% |
| 5Y | +54.7% | +58.7% | -4.0% | +15.4% |
| All | +217.5% | +450.8% | -233.4% | +82.8% |
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