+445.3%
MP vs FFIV
+187.4%
+257.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | -2.9% | -1.0% | -1.9% | -2.4% |
| 30D | +13.8% | -5.1% | +18.9% | +16.7% |
| 3M | -16.7% | -4.5% | -12.2% | -14.7% |
| 6M | -11.5% | +36.5% | -48.0% | -27.2% |
| YTD | +7.9% | +53.0% | -45.0% | -17.6% |
| 1Y | -15.0% | +24.2% | -39.3% | -26.8% |
| 3Y | +153.5% | +137.2% | +16.3% | +36.0% |
| 5Y | +58.7% | +91.8% | -33.1% | -4.3% |
| All | +445.3% | +187.4% | +257.9% | +202.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling