+1,079.5%
MPC vs FAST
+586.8%
+492.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -16.2% | +2.1% | -18.3% | -16.9% |
| 30D | -15.7% | +6.9% | -22.6% | -18.0% |
| 3M | +24.9% | +4.8% | +20.1% | +22.2% |
| 6M | +52.7% | +19.8% | +32.9% | +41.0% |
| YTD | +131.9% | +34.9% | +97.0% | +101.6% |
| 1Y | +96.6% | +32.8% | +63.9% | +72.0% |
| 3Y | +163.8% | +93.7% | +70.0% | +89.4% |
| 5Y | +533.1% | +105.3% | +427.8% | +330.1% |
| All | +1,079.5% | +586.8% | +492.6% | +358.9% |
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