+145.7%
MP vs FND
-35.3%
+181.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +1.0% |
| 7D | +2.3% | -4.4% | +6.7% | +3.9% |
| 30D | -15.3% | +14.5% | -29.8% | -19.4% |
| 3M | -33.5% | -15.6% | -17.9% | -30.0% |
| 6M | -45.5% | +4.7% | -50.2% | -47.9% |
| YTD | -27.3% | -16.1% | -11.2% | -25.1% |
| 1Y | -40.7% | -16.0% | -24.7% | -39.3% |
| All | +145.7% | -35.3% | +181.0% | +103.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling