-11.7%
MP vs FCUV
-93.2%
+81.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -65.2% | +66.8% | +1.7% |
| 7D | +3.0% | -47.9% | +51.0% | +3.0% |
| 30D | +8.3% | +13.7% | -5.3% | +8.0% |
| 3M | -3.8% | +97.0% | -100.8% | -5.1% |
| 6M | -4.9% | -66.1% | +61.2% | +1.3% |
| YTD | +9.6% | -81.8% | +91.4% | +18.8% |
| 1Y | -11.7% | -93.3% | +81.6% | +1.4% |
| All | -11.7% | -93.2% | +81.5% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling