-31.8%
MP vs FE
+5.1%
-37.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.4% | +4.1% |
| 7D | -10.5% | -1.0% | -9.5% | -11.0% |
| 30D | -23.5% | +4.1% | -27.7% | -21.5% |
| 3M | -25.4% | -1.0% | -24.4% | -26.0% |
| 6M | -51.3% | +4.0% | -55.3% | -50.4% |
| YTD | -29.9% | +6.8% | -36.7% | -32.2% |
| 1Y | -31.8% | +5.3% | -37.1% | -32.3% |
| All | -31.8% | +5.1% | -37.0% | -32.3% |
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