+58.1%
MP vs FTV
+2.3%
+55.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.1% |
| 7D | -2.9% | -4.5% | +1.6% | +0.3% |
| 30D | +13.8% | -7.1% | +20.9% | +19.7% |
| 3M | -16.7% | -7.2% | -9.5% | -13.3% |
| 6M | -11.5% | -1.5% | -10.0% | -12.2% |
| YTD | +7.9% | +3.5% | +4.5% | +1.0% |
| 1Y | -15.0% | +20.3% | -35.4% | -31.0% |
| 3Y | +153.5% | -3.1% | +156.6% | +143.7% |
| All | +58.1% | +2.3% | +55.8% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling