+264.6%
MP vs FCUV
-99.7%
+364.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | 0.0% | +2.9% |
| 7D | -3.6% | -15.3% | +11.7% | -3.4% |
| 30D | -21.0% | -29.7% | +8.8% | -20.6% |
| 3M | -33.3% | -54.5% | +21.2% | -33.2% |
| 6M | -45.9% | -26.7% | -19.2% | -48.8% |
| YTD | -27.8% | -91.0% | +63.1% | -28.3% |
| 1Y | -43.2% | -98.0% | +54.8% | -41.5% |
| 3Y | +144.0% | -99.5% | +243.6% | +144.5% |
| 5Y | -6.1% | -99.9% | +93.8% | -4.2% |
| All | +264.6% | -99.7% | +364.3% | +283.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 10y: compounded portfolio wealth divided by compounded FCUV 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…
10y analysis · Full analysis span regression · 6 months rolling