+1,135.3%
MPC vs FE
+120.9%
+1,014.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +2.6% | -0.4% | +3.0% | +2.8% |
| 30D | -12.2% | +3.6% | -15.8% | -13.5% |
| 3M | +20.1% | +0.3% | +19.7% | +19.7% |
| 6M | +60.6% | +6.4% | +54.2% | +55.8% |
| YTD | +150.6% | +8.1% | +142.5% | +140.2% |
| 1Y | +104.7% | +4.6% | +100.1% | +98.8% |
| 3Y | +194.5% | +49.1% | +145.4% | +139.6% |
| 5Y | +582.3% | +46.1% | +536.2% | +450.9% |
| 10Y | +1,135.3% | +122.7% | +1,012.5% | +891.3% |
| All | +1,135.3% | +120.9% | +1,014.4% | +891.3% |
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