+237.4%
MP vs FND
-8.4%
+245.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.6% | -2.4% | -4.4% |
| 7D | -19.0% | +2.2% | -21.2% | -20.2% |
| 30D | -30.5% | +9.6% | -40.1% | -33.8% |
| 3M | -29.6% | -17.9% | -11.7% | -24.1% |
| 6M | -50.4% | +6.6% | -57.0% | -53.8% |
| YTD | -33.2% | -15.5% | -17.7% | -31.4% |
| 1Y | -38.6% | -16.2% | -22.3% | -37.1% |
| 3Y | +105.5% | -36.3% | +141.7% | +124.3% |
| 5Y | -7.8% | -61.4% | +53.5% | +22.4% |
| All | +237.4% | -8.4% | +245.8% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling