+1,120.0%
MPC vs FAST
+492.5%
+627.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | 0.0% |
| 7D | +5.4% | -0.4% | +5.8% | +5.5% |
| 30D | +31.0% | -0.8% | +31.8% | +31.2% |
| 3M | +46.0% | +5.8% | +40.3% | +42.1% |
| 6M | +77.3% | +8.0% | +69.3% | +69.5% |
| YTD | +141.9% | +25.6% | +116.3% | +116.6% |
| 1Y | +120.9% | +0.8% | +120.1% | +116.5% |
| 3Y | +182.7% | +86.1% | +96.6% | +105.0% |
| 5Y | +646.4% | +100.2% | +546.2% | +407.7% |
| All | +1,120.0% | +492.5% | +627.5% | +392.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling