+445.3%
MP vs SFM
+265.8%
+179.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +1.3% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | +13.8% | -4.4% | +18.2% | +14.0% |
| 3M | -16.7% | +1.5% | -18.2% | -16.9% |
| 6M | -11.5% | +6.5% | -18.0% | -12.4% |
| YTD | +7.9% | +2.2% | +5.8% | +7.1% |
| 1Y | -15.0% | -41.9% | +26.9% | -12.1% |
| 3Y | +153.5% | +106.8% | +46.8% | +134.0% |
| 5Y | +58.7% | +231.6% | -172.9% | +42.8% |
| All | +445.3% | +265.8% | +179.5% | +385.6% |
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