-13.9%
MP vs FE
+47.0%
-60.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +2.3% | -0.4% | +2.7% | +2.4% |
| 30D | -15.3% | +3.6% | -18.9% | -16.3% |
| 3M | -33.5% | +0.3% | -33.8% | -33.7% |
| 6M | -45.5% | +6.4% | -51.9% | -47.3% |
| YTD | -27.3% | +8.1% | -35.4% | -30.9% |
| 1Y | -40.7% | +4.6% | -45.3% | -42.7% |
| 3Y | +145.9% | +49.1% | +96.7% | +90.6% |
| 5Y | -13.9% | +46.1% | -60.0% | -34.7% |
| All | -13.9% | +47.0% | -60.9% | -34.7% |
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 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