-15.1%
MP vs FDS
-22.8%
+7.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.7% | +8.6% | +5.5% |
| 7D | -10.5% | -0.5% | -10.0% | -10.6% |
| 30D | -23.5% | +20.2% | -43.7% | -26.3% |
| 3M | -25.4% | +19.9% | -45.3% | -28.5% |
| 6M | -51.3% | +56.2% | -107.4% | -57.2% |
| YTD | -29.9% | +14.6% | -44.5% | -32.0% |
| 1Y | -31.8% | +31.6% | -63.4% | -38.0% |
| 3Y | +127.0% | -23.8% | +150.8% | +157.3% |
| All | -15.1% | -22.8% | +7.7% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling