+1,098.3%
MPC vs FDS
+127.5%
+970.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -8.8% | -2.0% | -6.9% | -8.3% |
| 30D | -14.4% | +13.5% | -27.9% | -18.3% |
| 3M | +21.9% | +15.2% | +6.8% | +15.1% |
| 6M | +60.1% | +47.0% | +13.1% | +36.0% |
| YTD | +142.3% | +13.9% | +128.4% | +124.0% |
| 1Y | +101.7% | +25.2% | +76.5% | +78.1% |
| 3Y | +184.8% | -25.3% | +210.1% | +209.9% |
| 5Y | +564.6% | -23.3% | +587.9% | +592.5% |
| 10Y | +1,098.3% | +126.0% | +972.3% | +649.4% |
| All | +1,098.3% | +127.5% | +970.9% | +649.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling