+58.1%
MP vs FND
-60.2%
+118.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.6% |
| 7D | -2.9% | -5.2% | +2.4% | -0.6% |
| 30D | +13.8% | -19.9% | +33.7% | +25.2% |
| 3M | -16.7% | +2.7% | -19.4% | -20.0% |
| 6M | -11.5% | -21.7% | +10.2% | -3.9% |
| YTD | +7.9% | -17.5% | +25.4% | +13.2% |
| 1Y | -15.0% | -39.3% | +24.3% | +2.3% |
| 3Y | +153.5% | -49.8% | +203.3% | +216.5% |
| All | +58.1% | -60.2% | +118.3% | +123.5% |
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 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