-38.6%
MP vs FE
+6.0%
-44.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.9% | -6.1% |
| 7D | -19.0% | +0.6% | -19.5% | -18.7% |
| 30D | -30.5% | +6.4% | -36.9% | -27.7% |
| 3M | -29.6% | -0.5% | -29.1% | -29.9% |
| 6M | -50.4% | +4.7% | -55.2% | -49.2% |
| YTD | -33.2% | +8.4% | -41.6% | -34.6% |
| 1Y | -38.6% | +7.2% | -45.8% | -38.7% |
| All | -38.6% | +6.0% | -44.6% | -38.7% |
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