+254.1%
MP vs FN
+445.3%
-191.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.7% | -6.7% | +1.0% |
| 7D | -10.5% | 0.0% | -10.5% | -11.2% |
| 30D | -23.5% | -34.3% | +10.8% | -12.8% |
| 3M | -25.4% | -39.9% | +14.4% | -13.9% |
| 6M | -51.3% | -51.8% | +0.6% | -40.3% |
| YTD | -29.9% | -28.1% | -1.8% | -27.6% |
| 1Y | -31.8% | -29.1% | -2.8% | -29.5% |
| 3Y | +127.0% | +102.4% | +24.5% | +39.3% |
| 5Y | -3.3% | +171.7% | -174.9% | -51.8% |
| All | +254.1% | +445.3% | -191.2% | +14.7% |
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