+145.7%
MP vs USFR
+14.3%
+131.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -15.3% | +0.4% | -15.7% | -15.2% |
| 3M | -33.5% | +1.1% | -34.6% | -33.9% |
| 6M | -45.5% | +2.1% | -47.6% | -47.6% |
| YTD | -27.3% | +3.4% | -30.7% | -33.2% |
| 1Y | -40.7% | +4.1% | -44.8% | -47.0% |
| All | +145.7% | +14.3% | +131.3% | +391.3% |
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