We study mean field portfolio games with consumption. For general market parameters, we establish a one-to-one correspondence between Nash equilibria of the game and solutions to some FBSDE, which is proved be equivalent BSDE. Our approach, enough cover power, exponential log utilities, relies on martingale optimality principle in Cheridito Hu (Stochast Dyn 11(02n03):283–299, 2011) et al. (Ann ...