+1,116.6%
MPC vs FDS
+87.3%
+1,029.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.5% |
| 7D | +5.4% | -1.9% | +7.3% | +6.1% |
| 30D | +31.0% | +9.0% | +22.0% | +26.7% |
| 3M | +46.0% | +18.9% | +27.2% | +35.5% |
| 6M | +77.3% | +35.1% | +42.2% | +54.7% |
| YTD | +141.9% | +5.5% | +136.4% | +130.9% |
| 1Y | +120.9% | -16.8% | +137.7% | +132.1% |
| 3Y | +182.7% | -28.1% | +210.7% | +211.3% |
| 5Y | +646.4% | -17.4% | +663.9% | +632.7% |
| All | +1,116.6% | +87.3% | +1,029.3% | +667.8% |
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