+127.0%
MP vs FTI
+191.5%
-64.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +3.9% |
| 7D | -10.5% | -7.6% | -2.9% | -8.0% |
| 30D | -23.5% | -7.1% | -16.4% | -21.8% |
| 3M | -25.4% | -8.7% | -16.7% | -23.3% |
| 6M | -51.3% | -14.0% | -37.3% | -49.2% |
| YTD | -29.9% | +42.8% | -72.8% | -38.9% |
| 1Y | -31.8% | +50.4% | -82.2% | -41.6% |
| 3Y | +127.0% | +194.1% | -67.1% | +47.8% |
| All | +127.0% | +191.5% | -64.5% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling