+254.1%
MP vs FTV
+58.3%
+195.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +5.0% |
| 7D | -10.5% | +0.2% | -10.7% | -10.7% |
| 30D | -23.5% | +15.7% | -39.2% | -30.4% |
| 3M | -25.4% | +7.5% | -33.0% | -29.0% |
| 6M | -51.3% | +8.5% | -59.7% | -54.3% |
| YTD | -29.9% | +18.8% | -48.7% | -39.4% |
| 1Y | -31.8% | +28.5% | -60.4% | -44.7% |
| 3Y | +127.0% | +34.0% | +93.0% | +73.9% |
| 5Y | -3.3% | +12.6% | -15.9% | -21.1% |
| All | +254.1% | +58.3% | +195.8% | +156.2% |
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 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