+445.3%
MP vs FN
+579.1%
-133.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +0.3% |
| 7D | -2.9% | -1.7% | -1.2% | -2.3% |
| 30D | +13.8% | -22.0% | +35.8% | +22.1% |
| 3M | -16.7% | -43.0% | +26.3% | -1.1% |
| 6M | -11.5% | -27.7% | +16.3% | -5.2% |
| YTD | +7.9% | -10.5% | +18.5% | +5.2% |
| 1Y | -15.0% | +12.5% | -27.5% | -24.5% |
| 3Y | +153.5% | +153.8% | -0.3% | +46.0% |
| 5Y | +58.7% | +288.0% | -229.3% | -30.7% |
| All | +445.3% | +579.1% | -133.8% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling