+1,169.4%
MPC vs FCUV
-98.5%
+1,267.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -65.2% | +67.5% | +2.3% |
| 7D | +3.9% | -47.9% | +51.8% | +3.9% |
| 30D | +33.8% | +13.7% | +20.1% | +33.7% |
| 3M | +49.9% | +97.0% | -47.1% | +49.3% |
| 6M | +80.9% | -66.1% | +147.1% | +80.4% |
| YTD | +147.4% | -81.8% | +229.2% | +146.7% |
| 1Y | +123.2% | -93.3% | +216.5% | +122.6% |
| 3Y | +171.7% | -99.2% | +270.9% | +170.7% |
| 5Y | +678.6% | -99.9% | +778.4% | +674.9% |
| All | +1,169.4% | -98.5% | +1,267.9% | +1,114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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