-7.8%
MP vs FDS
-19.3%
+11.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -6.0% |
| 7D | -19.0% | +6.4% | -25.4% | -19.9% |
| 30D | -30.5% | +25.2% | -55.6% | -33.4% |
| 3M | -29.6% | +22.9% | -52.5% | -32.7% |
| 6M | -50.4% | +56.5% | -106.9% | -56.3% |
| YTD | -33.2% | +19.0% | -52.2% | -35.6% |
| 1Y | -38.6% | +32.7% | -71.3% | -43.8% |
| 3Y | +105.5% | -20.4% | +125.9% | +130.6% |
| 5Y | -7.8% | -19.6% | +11.8% | +5.9% |
| All | -7.8% | -19.3% | +11.4% | +5.9% |
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