+180.6%
MPC vs FAST
+86.1%
+94.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.2% |
| 7D | +5.4% | -0.4% | +5.8% | +5.5% |
| 30D | +31.0% | -0.8% | +31.8% | +31.1% |
| 3M | +46.0% | +5.8% | +40.3% | +44.5% |
| 6M | +77.3% | +8.0% | +69.3% | +74.1% |
| YTD | +141.9% | +25.6% | +116.3% | +129.7% |
| 1Y | +120.9% | +0.8% | +120.1% | +120.1% |
| All | +180.6% | +86.1% | +94.5% | +162.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling