+117.2%
MPC vs FAST
+32.0%
+85.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.7% | -9.8% | -8.1% |
| 7D | -10.9% | +3.4% | -14.3% | -10.9% |
| 30D | -9.4% | +5.5% | -14.9% | -9.4% |
| 3M | +26.0% | +7.6% | +18.4% | +26.0% |
| 6M | +56.5% | +19.8% | +36.7% | +56.1% |
| YTD | +144.3% | +35.5% | +108.8% | +134.0% |
| 1Y | +117.2% | +31.6% | +85.6% | +109.5% |
| All | +117.2% | +32.0% | +85.2% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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