+116.3%
MP vs FDS
-20.2%
+136.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -6.1% |
| 7D | -19.0% | +6.4% | -25.4% | -18.8% |
| 30D | -30.5% | +25.2% | -55.6% | -30.1% |
| 3M | -29.6% | +22.9% | -52.5% | -29.3% |
| 6M | -50.4% | +56.5% | -106.9% | -50.7% |
| YTD | -33.2% | +19.0% | -52.2% | -32.0% |
| 1Y | -38.6% | +32.7% | -71.3% | -38.5% |
| All | +116.3% | -20.2% | +136.5% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling