-34.5%
FIG vs MPC
+20.3%
-54.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.9% | -12.8% | -15.8% |
| 7D | -17.4% | -12.8% | -4.6% | -16.1% |
| 30D | -15.9% | -12.7% | -3.2% | -16.6% |
| 3M | -34.5% | +27.1% | -61.6% | -47.6% |
| All | -34.5% | +20.3% | -54.8% | -47.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling