+445.3%
MP vs FTV
+37.9%
+407.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.0% |
| 7D | -2.9% | -4.5% | +1.6% | 0.0% |
| 30D | +13.8% | -7.1% | +20.9% | +19.2% |
| 3M | -16.7% | -7.2% | -9.5% | -13.6% |
| 6M | -11.5% | -1.5% | -10.0% | -12.0% |
| YTD | +7.9% | +3.5% | +4.5% | +2.0% |
| 1Y | -15.0% | +20.3% | -35.4% | -29.0% |
| 3Y | +153.5% | -3.1% | +156.6% | +145.6% |
| 5Y | +58.7% | +2.3% | +56.3% | +39.3% |
| All | +445.3% | +37.9% | +407.4% | +331.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling