+259.1%
MP vs FE
+57.1%
+202.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.1% | -5.1% |
| 7D | -12.5% | +1.7% | -14.2% | -12.6% |
| 30D | -23.3% | +8.1% | -31.4% | -23.5% |
| 3M | -24.4% | -1.3% | -23.0% | -24.3% |
| 6M | -45.8% | +2.9% | -48.7% | -45.9% |
| YTD | -28.9% | +8.6% | -37.5% | -29.4% |
| 1Y | -34.6% | +6.3% | -40.9% | -34.9% |
| 3Y | +118.7% | +45.1% | +73.6% | +112.9% |
| 5Y | -3.1% | +47.1% | -50.2% | -4.2% |
| All | +259.1% | +57.1% | +202.0% | +264.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling