+117.2%
MPC vs FE
+6.1%
+111.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | 0.0% | -8.1% | -8.1% |
| 7D | -10.9% | +1.7% | -12.6% | -10.6% |
| 30D | -9.4% | +8.1% | -17.5% | -8.2% |
| 3M | +26.0% | -1.3% | +27.3% | +25.3% |
| 6M | +56.5% | +2.9% | +53.6% | +56.8% |
| YTD | +144.3% | +8.6% | +135.7% | +140.3% |
| 1Y | +117.2% | +6.3% | +110.9% | +114.9% |
| All | +117.2% | +6.1% | +111.2% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling