+264.6%
MP vs FFIV
+133.6%
+131.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | -3.6% | -4.2% | +0.6% | -1.3% |
| 30D | -21.0% | -33.9% | +12.9% | -3.0% |
| 3M | -33.3% | -22.6% | -10.7% | -25.7% |
| 6M | -45.9% | -10.4% | -35.6% | -44.7% |
| YTD | -27.8% | +24.3% | -52.1% | -40.1% |
| 1Y | -43.2% | +31.8% | -75.0% | -54.7% |
| 3Y | +144.0% | +99.5% | +44.5% | +39.0% |
| 5Y | -6.1% | +40.7% | -46.8% | -35.4% |
| All | +264.6% | +133.6% | +131.0% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling