+254.1%
MP vs FIVE
+124.6%
+129.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.1% |
| 7D | -10.5% | -0.3% | -10.2% | -10.6% |
| 30D | -23.5% | +17.7% | -41.2% | -28.2% |
| 3M | -25.4% | +4.0% | -29.4% | -26.9% |
| 6M | -51.3% | +2.6% | -53.9% | -52.4% |
| YTD | -29.9% | +27.6% | -57.5% | -37.1% |
| 1Y | -31.8% | +59.9% | -91.8% | -43.8% |
| 3Y | +127.0% | +35.8% | +91.2% | +87.1% |
| 5Y | -3.3% | +14.4% | -17.7% | -16.5% |
| All | +254.1% | +124.6% | +129.5% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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