-34.6%
MP vs FDS
+31.1%
-65.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.9% | -8.0% | -4.8% |
| 7D | -12.5% | +9.4% | -22.0% | -11.7% |
| 30D | -23.3% | +23.8% | -47.1% | -21.7% |
| 3M | -24.4% | +25.1% | -49.5% | -22.8% |
| 6M | -45.8% | +53.8% | -99.5% | -44.0% |
| YTD | -28.9% | +19.6% | -48.5% | -26.6% |
| 1Y | -34.6% | +31.6% | -66.2% | -31.2% |
| All | -34.6% | +31.1% | -65.7% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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