+237.4%
MP vs FFIV
+129.5%
+107.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.5% | -0.6% | -3.1% |
| 7D | -19.0% | -14.2% | -4.7% | -12.0% |
| 30D | -30.5% | -33.6% | +3.2% | -15.0% |
| 3M | -29.6% | -24.2% | -5.4% | -20.7% |
| 6M | -50.4% | -8.3% | -42.1% | -50.1% |
| YTD | -33.2% | +22.1% | -55.3% | -44.1% |
| 1Y | -38.6% | +26.5% | -65.0% | -50.0% |
| 3Y | +105.5% | +102.3% | +3.2% | +15.4% |
| 5Y | -7.8% | +40.6% | -48.5% | -36.5% |
| All | +237.4% | +129.5% | +107.9% | +105.4% |
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