+173.4%
MPC vs FCUV
-97.7%
+271.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -13.7% | +14.0% | +0.4% |
| 7D | +5.4% | +62.8% | -57.4% | +5.2% |
| 30D | +31.0% | +66.5% | -35.5% | +30.5% |
| 3M | +46.0% | +459.9% | -413.9% | +42.7% |
| 6M | +77.3% | -12.4% | +89.7% | +76.1% |
| YTD | +141.9% | -47.5% | +189.4% | +141.4% |
| 1Y | +120.9% | -80.5% | +201.4% | +122.7% |
| All | +173.4% | -97.7% | +271.1% | +167.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling