+582.3%
MPC vs FDS
-21.2%
+603.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.7% | +3.1% |
| 7D | +2.6% | -2.1% | +4.7% | +2.9% |
| 30D | -12.2% | +16.0% | -28.2% | -14.0% |
| 3M | +20.1% | +18.8% | +1.3% | +16.9% |
| 6M | +60.6% | +54.1% | +6.5% | +49.6% |
| YTD | +150.6% | +17.0% | +133.6% | +144.5% |
| 1Y | +104.7% | +25.5% | +79.1% | +96.4% |
| 3Y | +194.5% | -23.3% | +217.8% | +214.7% |
| 5Y | +582.3% | -22.6% | +604.9% | +615.7% |
| All | +582.3% | -21.2% | +603.5% | +615.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling