+445.3%
MP vs FLR
+320.0%
+125.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.3% |
| 7D | -2.9% | +5.4% | -8.3% | -5.0% |
| 30D | +13.8% | +11.4% | +2.4% | +8.1% |
| 3M | -16.7% | +11.4% | -28.1% | -20.6% |
| 6M | -11.5% | +16.6% | -28.1% | -17.5% |
| YTD | +7.9% | +41.7% | -33.8% | -6.6% |
| 1Y | -15.0% | +35.4% | -50.5% | -24.9% |
| 3Y | +153.5% | +57.3% | +96.2% | +95.2% |
| 5Y | +58.7% | +241.0% | -182.3% | -6.0% |
| All | +445.3% | +320.0% | +125.3% | +218.0% |
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