-40.7%
MP vs FDS
+27.2%
-67.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +1.1% |
| 7D | +2.3% | -2.1% | +4.4% | +2.0% |
| 30D | -15.3% | +16.0% | -31.3% | -13.7% |
| 3M | -33.5% | +18.8% | -52.3% | -32.1% |
| 6M | -45.5% | +54.1% | -99.6% | -43.0% |
| YTD | -27.3% | +17.0% | -44.3% | -28.2% |
| 1Y | -40.7% | +25.5% | -66.2% | -34.5% |
| All | -40.7% | +27.2% | -67.9% | -34.5% |
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