+453.7%
MP vs FCUV
-99.4%
+553.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -65.2% | +66.8% | +2.3% |
| 7D | +3.0% | -47.9% | +51.0% | +3.2% |
| 30D | +8.3% | +13.7% | -5.3% | +7.3% |
| 3M | -3.8% | +97.0% | -100.8% | -10.3% |
| 6M | -4.9% | -66.1% | +61.2% | -7.7% |
| YTD | +9.6% | -81.8% | +91.4% | +8.0% |
| 1Y | -11.7% | -93.3% | +81.6% | -11.5% |
| 3Y | +158.5% | -99.2% | +257.7% | +157.5% |
| 5Y | +68.9% | -99.9% | +168.8% | +70.5% |
| All | +453.7% | -99.4% | +553.1% | +477.8% |
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