-14.5%
MP vs FTV
+16.9%
-31.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.4% | -4.1% |
| 7D | -3.6% | +1.4% | -5.0% | -4.5% |
| 30D | -21.0% | +18.3% | -39.3% | -29.8% |
| 3M | -33.3% | +9.8% | -43.1% | -37.7% |
| 6M | -45.9% | +12.3% | -58.3% | -50.9% |
| YTD | -27.8% | +23.1% | -50.9% | -40.4% |
| 1Y | -43.2% | +32.5% | -75.7% | -56.2% |
| 3Y | +144.0% | +38.3% | +105.7% | +72.0% |
| All | -14.5% | +16.9% | -31.5% | -26.8% |
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