+3,101.0%
MPC vs FDS
+260.0%
+2,841.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.7% |
| 7D | +5.4% | -1.9% | +7.3% | +6.2% |
| 30D | +31.0% | +9.0% | +22.0% | +26.0% |
| 3M | +46.0% | +18.9% | +27.2% | +33.5% |
| 6M | +77.3% | +35.1% | +42.2% | +50.8% |
| YTD | +141.9% | +5.5% | +136.4% | +127.3% |
| 1Y | +120.9% | -16.8% | +137.7% | +130.2% |
| 3Y | +182.7% | -28.1% | +210.7% | +210.1% |
| 5Y | +646.4% | -17.4% | +663.9% | +626.6% |
| 10Y | +1,138.7% | +85.4% | +1,053.3% | +622.8% |
| All | +3,101.0% | +260.0% | +2,841.0% | +1,103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling