-32.6%
MP vs FND
-24.7%
-8.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.0% |
| 7D | +9.5% | -6.8% | +16.3% | +11.1% |
| 30D | -3.0% | +8.0% | -11.0% | -4.8% |
| 3M | -30.4% | -18.9% | -11.4% | -27.5% |
| 6M | -39.2% | +4.7% | -43.9% | -41.5% |
| YTD | -23.3% | -21.6% | -1.7% | -18.8% |
| 1Y | -32.6% | -22.0% | -10.6% | -28.5% |
| All | -32.6% | -24.7% | -8.0% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling