+445.3%
MP vs FE
+55.8%
+389.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | -2.9% | +1.9% | -4.8% | -2.9% |
| 30D | +13.8% | -1.2% | +15.0% | +13.8% |
| 3M | -16.7% | +3.5% | -20.2% | -16.9% |
| 6M | -11.5% | -6.1% | -5.4% | -11.2% |
| YTD | +7.9% | +7.6% | +0.3% | +7.2% |
| 1Y | -15.0% | +11.9% | -26.9% | -15.8% |
| 3Y | +153.5% | +48.4% | +105.1% | +147.0% |
| 5Y | +58.7% | +44.8% | +13.9% | +56.4% |
| All | +445.3% | +55.8% | +389.5% | +453.4% |
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