+237.4%
MP vs FN
+388.4%
-151.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -14.2% | +8.2% | -1.2% |
| 7D | -19.0% | -16.0% | -3.0% | -14.6% |
| 30D | -30.5% | -40.1% | +9.6% | -18.1% |
| 3M | -29.6% | -43.9% | +14.3% | -16.8% |
| 6M | -50.4% | -55.6% | +5.2% | -37.5% |
| YTD | -33.2% | -35.7% | +2.4% | -28.3% |
| 1Y | -38.6% | -39.8% | +1.3% | -32.7% |
| 3Y | +105.5% | +80.3% | +25.2% | +31.4% |
| 5Y | -7.8% | +143.3% | -151.1% | -52.3% |
| All | +237.4% | +388.4% | -151.0% | +13.6% |
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