+3,005.7%
MPC vs FAST
+825.0%
+2,180.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.7% |
| 7D | -12.8% | +0.7% | -13.4% | -13.1% |
| 30D | -12.7% | +4.6% | -17.4% | -14.5% |
| 3M | +27.1% | +6.4% | +20.7% | +23.4% |
| 6M | +45.8% | +20.6% | +25.2% | +33.4% |
| YTD | +134.7% | +34.7% | +100.0% | +102.5% |
| 1Y | +106.0% | +29.7% | +76.4% | +80.5% |
| 3Y | +165.5% | +89.9% | +75.6% | +89.8% |
| 5Y | +540.9% | +105.0% | +435.9% | +329.2% |
| 10Y | +1,133.6% | +594.2% | +539.4% | +344.5% |
| All | +3,005.7% | +825.0% | +2,180.7% | +654.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling