-15.1%
MP vs FLR
+93.7%
-108.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.3% | +1.6% | +3.4% |
| 7D | -10.5% | -0.8% | -9.7% | -10.1% |
| 30D | -23.5% | -9.1% | -14.4% | -20.0% |
| 3M | -25.4% | -4.7% | -20.8% | -24.8% |
| 6M | -51.3% | -14.2% | -37.0% | -48.6% |
| YTD | -29.9% | +17.3% | -47.2% | -35.7% |
| 1Y | -31.8% | +4.3% | -36.1% | -34.1% |
| 3Y | +127.0% | +30.7% | +96.2% | +74.4% |
| All | -15.1% | +93.7% | -108.7% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling