+58.1%
MP vs USFR
+20.4%
+37.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.5% |
| 7D | -2.9% | +0.1% | -2.9% | -2.7% |
| 30D | +13.8% | +0.3% | +13.5% | +14.9% |
| 3M | -16.7% | +1.0% | -17.7% | -14.2% |
| 6M | -11.5% | +1.9% | -13.4% | -6.6% |
| YTD | +7.9% | +2.6% | +5.3% | +15.8% |
| 1Y | -15.0% | +4.0% | -19.0% | -4.9% |
| 3Y | +153.5% | +14.1% | +139.4% | +368.6% |
| All | +58.1% | +20.4% | +37.7% | +319.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling