-7.8%
MP vs FFIV
+39.3%
-47.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.5% | -0.6% | -3.0% |
| 7D | -19.0% | -14.2% | -4.7% | -11.7% |
| 30D | -30.5% | -33.6% | +3.2% | -14.4% |
| 3M | -29.6% | -24.2% | -5.4% | -20.6% |
| 6M | -50.4% | -8.3% | -42.1% | -50.3% |
| YTD | -33.2% | +22.1% | -55.3% | -45.1% |
| 1Y | -38.6% | +26.5% | -65.0% | -51.0% |
| 3Y | +105.5% | +102.3% | +3.2% | +4.6% |
| 5Y | -7.8% | +40.6% | -48.5% | -41.2% |
| All | -7.8% | +39.3% | -47.1% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling