-84.0%
FIG vs MPC
+126.5%
-210.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.9% | -12.8% | -16.2% |
| 7D | -17.4% | -12.8% | -4.6% | -16.5% |
| 30D | -15.9% | -12.7% | -3.2% | -15.2% |
| 3M | -34.5% | +27.1% | -61.6% | -36.8% |
| 6M | -5.0% | +45.8% | -50.8% | -9.5% |
| YTD | -50.7% | +134.7% | -185.4% | -49.0% |
| 1Y | -58.1% | +106.0% | -164.1% | -56.9% |
| All | -84.0% | +126.5% | -210.5% | -80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling