+1,079.5%
MPC vs FE
+105.3%
+974.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.6% |
| 7D | -16.2% | -1.0% | -15.2% | -15.9% |
| 30D | -15.7% | +4.1% | -19.9% | -17.1% |
| 3M | +24.9% | -1.0% | +25.9% | +25.2% |
| 6M | +52.7% | +4.0% | +48.6% | +49.5% |
| YTD | +131.9% | +6.8% | +125.0% | +123.4% |
| 1Y | +96.6% | +5.3% | +91.4% | +90.5% |
| 3Y | +163.8% | +44.6% | +119.2% | +118.1% |
| 5Y | +533.1% | +44.2% | +488.9% | +415.2% |
| All | +1,079.5% | +105.3% | +974.1% | +861.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling