+534.5%
MPC vs FDS
-22.8%
+557.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.7% |
| 7D | -16.2% | -0.5% | -15.7% | -16.2% |
| 30D | -15.7% | +20.2% | -35.9% | -17.9% |
| 3M | +24.9% | +19.9% | +5.0% | +21.5% |
| 6M | +52.7% | +56.2% | -3.5% | +41.8% |
| YTD | +131.9% | +14.6% | +117.3% | +126.9% |
| 1Y | +96.6% | +31.6% | +65.0% | +86.4% |
| 3Y | +163.8% | -23.8% | +187.6% | +181.6% |
| All | +534.5% | -22.8% | +557.2% | +552.2% |
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