-34.6%
MP vs FE
+6.1%
-40.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.1% | -5.1% |
| 7D | -12.5% | +1.7% | -14.2% | -11.7% |
| 30D | -23.3% | +8.1% | -31.4% | -19.6% |
| 3M | -24.4% | -1.3% | -23.0% | -25.1% |
| 6M | -45.8% | +2.9% | -48.7% | -44.6% |
| YTD | -28.9% | +8.6% | -37.5% | -30.3% |
| 1Y | -34.6% | +6.3% | -40.9% | -33.8% |
| All | -34.6% | +6.1% | -40.7% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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