+1,106.2%
MPC vs FAST
+606.6%
+499.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +3.4% |
| 7D | -9.4% | +3.8% | -13.3% | -10.8% |
| 30D | -14.3% | +8.1% | -22.4% | -17.0% |
| 3M | +31.1% | +5.8% | +25.3% | +27.9% |
| 6M | +60.3% | +24.9% | +35.4% | +45.6% |
| YTD | +142.5% | +38.9% | +103.6% | +108.6% |
| 1Y | +104.6% | +36.5% | +68.1% | +77.1% |
| 3Y | +191.7% | +98.1% | +93.6% | +107.9% |
| 5Y | +549.2% | +109.3% | +439.9% | +338.8% |
| 10Y | +1,106.2% | +547.9% | +558.3% | +383.7% |
| All | +1,106.2% | +606.6% | +499.6% | +383.7% |
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