+254.1%
MP vs SFM
+120.7%
+133.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.8% | +9.8% | +5.1% |
| 7D | -10.5% | -1.2% | -9.3% | -10.5% |
| 30D | -23.5% | -24.8% | +1.2% | -22.9% |
| 3M | -25.4% | -43.7% | +18.3% | -24.0% |
| 6M | -51.3% | -37.3% | -14.0% | -50.7% |
| YTD | -29.9% | -38.4% | +8.5% | -29.3% |
| 1Y | -31.8% | -36.9% | +5.1% | -31.4% |
| 3Y | +127.0% | +20.7% | +106.3% | +113.6% |
| 5Y | -3.3% | +103.5% | -106.8% | -11.3% |
| All | +254.1% | +120.7% | +133.4% | +220.9% |
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