-23.7%
FPS vs MDLN
-12.2%
-11.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | -0.1% |
| 7D | +13.6% | -0.4% | +14.0% | +13.8% |
| 30D | -32.4% | +9.9% | -42.2% | -30.5% |
| 3M | -41.1% | +10.9% | -52.0% | -39.7% |
| 6M | -51.4% | +2.0% | -53.4% | -49.4% |
| All | -23.7% | -12.2% | -11.5% | -15.2% |
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