+3,005.7%
MPC vs FDS
+305.9%
+2,699.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.7% |
| 7D | -12.8% | +6.4% | -19.1% | -15.1% |
| 30D | -12.7% | +25.2% | -37.9% | -20.7% |
| 3M | +27.1% | +22.9% | +4.2% | +15.5% |
| 6M | +45.8% | +56.5% | -10.7% | +16.8% |
| YTD | +134.7% | +19.0% | +115.8% | +108.4% |
| 1Y | +106.0% | +32.7% | +73.3% | +72.4% |
| 3Y | +165.5% | -20.4% | +185.9% | +178.3% |
| 5Y | +540.9% | -19.6% | +560.5% | +545.1% |
| 10Y | +1,133.6% | +148.5% | +985.1% | +514.6% |
| All | +3,005.7% | +305.9% | +2,699.8% | +1,003.1% |
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 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