-58.1%
FIG vs MPC
+104.9%
-162.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -11.4% | -8.8% | -2.6% | -10.6% |
| 30D | -17.2% | -14.4% | -2.8% | -15.9% |
| 3M | -26.6% | +21.9% | -48.6% | -29.8% |
| 6M | -9.8% | +60.1% | -70.0% | -16.6% |
| YTD | -50.1% | +142.3% | -192.5% | -50.5% |
| 1Y | -58.1% | +101.7% | -159.8% | -56.4% |
| All | -58.1% | +104.9% | -162.9% | -56.4% |
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