+274.5%
MP vs FND
-13.1%
+287.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.4% | +6.3% | +3.9% |
| 7D | +11.0% | -5.1% | +16.1% | +13.6% |
| 30D | -11.7% | +9.2% | -20.9% | -15.9% |
| 3M | -30.8% | -17.7% | -13.1% | -25.3% |
| 6M | -42.9% | +2.5% | -45.4% | -45.8% |
| YTD | -25.9% | -19.8% | -6.1% | -22.0% |
| 1Y | -37.3% | -22.7% | -14.6% | -33.3% |
| 3Y | +150.7% | -38.3% | +189.0% | +177.0% |
| 5Y | -19.3% | -63.0% | +43.7% | +8.8% |
| All | +274.5% | -13.1% | +287.6% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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