+58.1%
MP vs FE
+45.0%
+13.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | -2.9% | +1.9% | -4.8% | -3.4% |
| 30D | +13.8% | -1.2% | +15.0% | +14.1% |
| 3M | -16.7% | +3.5% | -20.2% | -18.2% |
| 6M | -11.5% | -6.1% | -5.4% | -10.0% |
| YTD | +7.9% | +7.6% | +0.3% | +3.3% |
| 1Y | -15.0% | +11.9% | -26.9% | -20.1% |
| 3Y | +153.5% | +48.4% | +105.1% | +102.5% |
| All | +58.1% | +45.0% | +13.2% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling