+254.1%
MP vs FCUV
-99.7%
+353.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.9% | +7.8% | +5.0% |
| 7D | -10.5% | -13.0% | +2.5% | -10.4% |
| 30D | -23.5% | -36.9% | +13.4% | -23.1% |
| 3M | -25.4% | -65.3% | +39.9% | -25.2% |
| 6M | -51.3% | -32.9% | -18.4% | -53.7% |
| YTD | -29.9% | -91.2% | +61.3% | -30.4% |
| 1Y | -31.8% | -98.2% | +66.4% | -29.7% |
| 3Y | +127.0% | -99.6% | +226.6% | +127.8% |
| 5Y | -3.3% | -99.9% | +96.6% | -1.2% |
| All | +254.1% | -99.7% | +353.8% | +272.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling