+254.1%
MP vs FFIV
+128.8%
+125.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.1% |
| 7D | -10.5% | -8.1% | -2.4% | -6.3% |
| 30D | -23.5% | -33.4% | +9.9% | -6.7% |
| 3M | -25.4% | -24.7% | -0.7% | -15.8% |
| 6M | -51.3% | -8.8% | -42.4% | -50.8% |
| YTD | -29.9% | +21.8% | -51.7% | -41.2% |
| 1Y | -31.8% | +25.3% | -57.1% | -44.1% |
| 3Y | +127.0% | +101.2% | +25.8% | +28.0% |
| 5Y | -3.3% | +40.2% | -43.5% | -33.3% |
| All | +254.1% | +128.8% | +125.3% | +115.9% |
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