+120.9%
MPC vs FDS
-17.4%
+138.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.3% |
| 7D | +5.4% | -1.9% | +7.3% | +5.4% |
| 30D | +31.0% | +9.0% | +22.0% | +30.9% |
| 3M | +46.0% | +18.9% | +27.2% | +45.4% |
| 6M | +77.3% | +35.1% | +42.2% | +77.1% |
| YTD | +141.9% | +5.5% | +136.4% | +138.7% |
| 1Y | +120.9% | -16.8% | +137.7% | +123.1% |
| All | +120.9% | -17.4% | +138.3% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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