-34.6%
MP vs FLR
+2.5%
-37.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.3% | -4.6% |
| 7D | -12.5% | +1.4% | -13.9% | -13.2% |
| 30D | -23.3% | -5.9% | -17.4% | -20.4% |
| 3M | -24.4% | -7.6% | -16.7% | -22.6% |
| 6M | -45.8% | -9.3% | -36.5% | -44.4% |
| YTD | -28.9% | +20.1% | -49.1% | -45.3% |
| 1Y | -34.6% | +3.0% | -37.6% | -40.2% |
| All | -34.6% | +2.5% | -37.1% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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