-15.1%
MP vs FND
-61.6%
+46.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.4% | +5.1% |
| 7D | -10.5% | +7.7% | -18.2% | -13.9% |
| 30D | -23.5% | +11.9% | -35.4% | -27.8% |
| 3M | -25.4% | -14.6% | -10.9% | -21.1% |
| 6M | -51.3% | +0.5% | -51.7% | -53.3% |
| YTD | -29.9% | -15.8% | -14.1% | -27.8% |
| 1Y | -31.8% | -12.9% | -18.9% | -31.6% |
| 3Y | +127.0% | -34.2% | +161.1% | +141.9% |
| All | -15.1% | -61.6% | +46.5% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling