+267.3%
MP vs FTV
+64.4%
+202.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.3% | -0.7% | +2.9% | +2.8% |
| 30D | -15.3% | +18.3% | -33.6% | -23.9% |
| 3M | -33.5% | +10.2% | -43.7% | -37.6% |
| 6M | -45.5% | +12.8% | -58.3% | -50.1% |
| YTD | -27.3% | +23.4% | -50.7% | -38.6% |
| 1Y | -40.7% | +31.4% | -72.1% | -52.4% |
| 3Y | +145.9% | +38.7% | +107.2% | +84.6% |
| 5Y | -13.9% | +18.6% | -32.5% | -31.7% |
| All | +267.3% | +64.4% | +202.9% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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