+264.6%
MP vs FTI
+1,054.8%
-790.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.7% |
| 7D | -3.6% | -3.3% | -0.3% | -2.4% |
| 30D | -21.0% | -7.2% | -13.8% | -19.0% |
| 3M | -33.3% | -12.9% | -20.4% | -30.2% |
| 6M | -45.9% | -7.9% | -38.1% | -44.9% |
| YTD | -27.8% | +45.2% | -73.0% | -37.4% |
| 1Y | -43.2% | +48.1% | -91.2% | -51.2% |
| 3Y | +144.0% | +205.0% | -60.9% | +56.5% |
| 5Y | -6.1% | +838.8% | -844.9% | -61.0% |
| All | +264.6% | +1,054.8% | -790.2% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling