+254.1%
MP vs FLR
+247.6%
+6.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.3% | +1.6% | +3.6% |
| 7D | -10.5% | -0.8% | -9.7% | -10.2% |
| 30D | -23.5% | -9.1% | -14.4% | -20.5% |
| 3M | -25.4% | -4.7% | -20.8% | -24.7% |
| 6M | -51.3% | -14.2% | -37.0% | -48.9% |
| YTD | -29.9% | +17.3% | -47.2% | -34.7% |
| 1Y | -31.8% | +4.3% | -36.1% | -33.5% |
| 3Y | +127.0% | +30.7% | +96.2% | +88.4% |
| 5Y | -3.3% | +101.3% | -104.6% | -31.8% |
| All | +254.1% | +247.6% | +6.5% | +122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling