+191.7%
MPC vs FDS
-24.3%
+216.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.6% |
| 7D | -9.4% | -5.0% | -4.5% | -9.0% |
| 30D | -14.3% | +13.8% | -28.1% | -15.5% |
| 3M | +31.1% | +14.8% | +16.3% | +29.0% |
| 6M | +60.3% | +47.4% | +12.9% | +52.9% |
| YTD | +142.5% | +14.2% | +128.4% | +140.4% |
| 1Y | +104.6% | +26.6% | +77.9% | +98.5% |
| 3Y | +191.7% | -24.4% | +216.1% | +214.1% |
| All | +191.7% | -24.3% | +216.0% | +214.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling