-31.8%
MP vs SFM
-38.0%
+6.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.8% | +9.8% | +4.4% |
| 7D | -10.5% | -1.2% | -9.3% | -10.4% |
| 30D | -23.5% | -24.8% | +1.2% | -25.4% |
| 3M | -25.4% | -43.7% | +18.3% | -30.1% |
| 6M | -51.3% | -37.3% | -14.0% | -53.7% |
| YTD | -29.9% | -38.4% | +8.5% | -34.0% |
| 1Y | -31.8% | -36.9% | +5.1% | -34.1% |
| All | -31.8% | -38.0% | +6.1% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling