+267.3%
MP vs FDS
+18.1%
+249.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.3% |
| 7D | +2.3% | -2.1% | +4.4% | +2.6% |
| 30D | -15.3% | +16.0% | -31.3% | -17.6% |
| 3M | -33.5% | +18.8% | -52.3% | -35.9% |
| 6M | -45.5% | +54.1% | -99.6% | -51.1% |
| YTD | -27.3% | +17.0% | -44.3% | -29.9% |
| 1Y | -40.7% | +25.5% | -66.2% | -44.5% |
| 3Y | +145.9% | -23.3% | +169.2% | +169.9% |
| 5Y | -13.9% | -22.6% | +8.7% | -7.8% |
| All | +267.3% | +18.1% | +249.2% | +277.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling