+1,171.8%
MPC vs FE
+126.1%
+1,045.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | 0.0% |
| 7D | +11.2% | +1.2% | +10.0% | +10.7% |
| 30D | -14.5% | +4.5% | -19.0% | -16.1% |
| 3M | +16.7% | +1.3% | +15.3% | +15.9% |
| 6M | +67.6% | +8.7% | +58.9% | +61.1% |
| YTD | +157.9% | +9.2% | +148.7% | +146.2% |
| 1Y | +116.7% | +7.0% | +109.7% | +108.5% |
| 3Y | +199.8% | +51.4% | +148.4% | +142.4% |
| 5Y | +604.4% | +47.7% | +556.7% | +466.2% |
| All | +1,171.8% | +126.1% | +1,045.7% | +916.4% |
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