-59.1%
FIG vs MPC
+102.0%
-161.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.2% |
| 7D | -13.1% | -16.2% | +3.1% | -11.2% |
| 30D | -13.0% | -15.7% | +2.7% | -11.5% |
| 3M | -21.5% | +24.9% | -46.4% | -25.3% |
| 6M | -2.5% | +52.7% | -55.1% | -9.2% |
| YTD | -49.7% | +131.9% | -181.5% | -49.7% |
| 1Y | -59.1% | +96.6% | -155.7% | -57.7% |
| All | -59.1% | +102.0% | -161.1% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling