+144.0%
MP vs FTI
+209.3%
-65.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -19.1% |
| 3M | -33.3% | -12.9% | -20.4% | -30.3% |
| 6M | -45.9% | -7.9% | -38.1% | -45.0% |
| YTD | -27.8% | +45.2% | -73.0% | -37.7% |
| 1Y | -43.2% | +48.1% | -91.2% | -51.4% |
| 3Y | +144.0% | +205.0% | -60.9% | +53.0% |
| All | +144.0% | +209.3% | -65.2% | +53.0% |
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