-22.6%
FPS vs MDLN
-10.3%
-12.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +18.4% | -35.7% | -15.9% |
| 7D | -23.3% | +24.7% | -48.0% | -22.5% |
| 30D | -42.4% | +12.7% | -55.1% | -40.9% |
| 3M | -43.0% | -4.0% | -39.0% | -40.7% |
| 6M | -44.5% | -8.7% | -35.8% | -39.6% |
| All | -22.6% | -10.3% | -12.3% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling