+237.4%
MP vs SFM
+131.9%
+105.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.1% | -0.9% | -5.9% |
| 7D | -19.0% | +7.5% | -26.5% | -19.2% |
| 30D | -30.5% | -20.8% | -9.7% | -30.0% |
| 3M | -29.6% | -39.4% | +9.8% | -28.4% |
| 6M | -50.4% | -34.5% | -15.9% | -49.9% |
| YTD | -33.2% | -35.2% | +2.0% | -32.7% |
| 1Y | -38.6% | -35.3% | -3.3% | -38.1% |
| 3Y | +105.5% | +23.9% | +81.6% | +93.4% |
| 5Y | -7.8% | +113.8% | -121.7% | -15.6% |
| All | +237.4% | +131.9% | +105.5% | +205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling