+127.0%
MP vs USFR
+14.4%
+112.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +5.0% |
| 7D | -10.5% | +0.1% | -10.6% | -10.5% |
| 30D | -23.5% | +0.4% | -23.9% | -23.5% |
| 3M | -25.4% | +1.1% | -26.5% | -25.8% |
| 6M | -51.3% | +2.1% | -53.3% | -53.0% |
| YTD | -29.9% | +3.4% | -33.3% | -35.2% |
| 1Y | -31.8% | +4.1% | -35.9% | -38.7% |
| 3Y | +127.0% | +14.4% | +112.6% | +316.4% |
| All | +127.0% | +14.4% | +112.6% | +316.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling