+264.6%
MP vs SFM
+119.6%
+145.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.4% |
| 7D | -3.6% | -6.9% | +3.3% | -3.4% |
| 30D | -21.0% | -25.0% | +4.0% | -20.3% |
| 3M | -33.3% | -42.7% | +9.4% | -32.0% |
| 6M | -45.9% | -41.0% | -4.9% | -45.1% |
| YTD | -27.8% | -38.7% | +10.8% | -27.1% |
| 1Y | -43.2% | -38.1% | -5.1% | -42.7% |
| 3Y | +144.0% | +19.3% | +124.7% | +129.8% |
| 5Y | -6.1% | +103.1% | -109.2% | -13.9% |
| All | +264.6% | +119.6% | +145.0% | +230.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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