+445.3%
MP vs FDS
+6.5%
+438.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.9% | +2.0% |
| 7D | -2.9% | -1.9% | -0.9% | -2.6% |
| 30D | +13.8% | +9.0% | +4.8% | +11.9% |
| 3M | -16.7% | +18.9% | -35.5% | -20.2% |
| 6M | -11.5% | +35.1% | -46.6% | -18.5% |
| YTD | +7.9% | +5.5% | +2.4% | +6.3% |
| 1Y | -15.0% | -16.8% | +1.8% | -10.0% |
| 3Y | +153.5% | -28.1% | +181.6% | +179.4% |
| 5Y | +58.7% | -17.4% | +76.1% | +71.4% |
| All | +445.3% | +6.5% | +438.8% | +472.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling