+274.5%
MP vs FCUV
-99.7%
+374.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.0% |
| 7D | +11.0% | +2.4% | +8.6% | +11.0% |
| 30D | -11.7% | -25.9% | +14.2% | -11.4% |
| 3M | -30.8% | -44.8% | +14.0% | -30.9% |
| 6M | -42.9% | -3.5% | -39.4% | -46.3% |
| YTD | -25.9% | -90.7% | +64.9% | -26.4% |
| 1Y | -37.3% | -97.9% | +60.6% | -35.5% |
| 3Y | +150.7% | -99.5% | +250.2% | +151.1% |
| 5Y | -19.3% | -99.9% | +80.6% | -17.7% |
| All | +274.5% | -99.7% | +374.2% | +293.8% |
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