-56.3%
FIG vs MPC
+105.0%
-161.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.6% | -1.5% | +2.4% |
| 7D | -12.6% | -9.4% | -3.2% | -11.7% |
| 30D | -13.8% | -14.3% | +0.5% | -12.4% |
| 3M | -16.7% | +31.1% | -47.8% | -21.3% |
| 6M | -6.1% | +60.3% | -66.4% | -13.2% |
| YTD | -48.1% | +142.5% | -190.6% | -48.5% |
| All | -56.3% | +105.0% | -161.4% | -54.6% |
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