+106.0%
MPC vs FAST
+31.1%
+74.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.9% |
| 7D | -12.8% | +0.7% | -13.4% | -12.7% |
| 30D | -12.7% | +4.6% | -17.4% | -12.7% |
| 3M | +27.1% | +6.4% | +20.7% | +27.1% |
| 6M | +45.8% | +20.6% | +25.2% | +45.4% |
| YTD | +134.7% | +34.7% | +100.0% | +125.3% |
| 1Y | +106.0% | +29.7% | +76.4% | +99.1% |
| All | +106.0% | +31.1% | +74.9% | +99.1% |
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