-31.8%
MP vs FIVE
+55.9%
-87.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.1% |
| 7D | -10.5% | -0.3% | -10.2% | -10.5% |
| 30D | -23.5% | +17.7% | -41.2% | -27.8% |
| 3M | -25.4% | +4.0% | -29.4% | -26.7% |
| 6M | -51.3% | +2.6% | -53.9% | -51.9% |
| YTD | -29.9% | +27.6% | -57.5% | -35.2% |
| 1Y | -31.8% | +59.9% | -91.8% | -41.2% |
| All | -31.8% | +55.9% | -87.7% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling