-32.6%
MP vs FE
+5.8%
-38.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +4.2% |
| 7D | +9.5% | +1.2% | +8.2% | +10.3% |
| 30D | -3.0% | +4.5% | -7.5% | 0.0% |
| 3M | -30.4% | +1.3% | -31.7% | -29.9% |
| 6M | -39.2% | +8.7% | -47.8% | -36.3% |
| YTD | -23.3% | +9.2% | -32.5% | -21.0% |
| 1Y | -32.6% | +7.0% | -39.6% | -30.0% |
| All | -32.6% | +5.8% | -38.5% | -30.0% |
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