+58.1%
MP vs FCUV
-99.5%
+157.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -13.7% | +15.1% | +1.6% |
| 7D | -2.9% | +62.8% | -65.7% | -3.9% |
| 30D | +13.8% | +66.5% | -52.7% | +12.1% |
| 3M | -16.7% | +459.9% | -476.6% | -25.3% |
| 6M | -11.5% | -12.4% | +0.9% | -12.9% |
| YTD | +7.9% | -47.5% | +55.5% | +9.5% |
| 1Y | -15.0% | -80.5% | +65.5% | -10.3% |
| 3Y | +153.5% | -97.6% | +251.1% | +181.4% |
| All | +58.1% | -99.5% | +157.7% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling