+1,166.2%
MPC vs FE
+123.7%
+1,042.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.5% | +2.5% |
| 7D | +9.4% | -0.3% | +9.7% | +9.6% |
| 30D | -13.4% | +3.9% | -17.3% | -14.8% |
| 3M | +18.9% | -0.1% | +19.0% | +18.8% |
| 6M | +64.9% | +6.1% | +58.8% | +60.2% |
| YTD | +156.8% | +8.1% | +148.7% | +146.2% |
| 1Y | +113.2% | +4.4% | +108.8% | +107.3% |
| 3Y | +201.8% | +49.0% | +152.8% | +145.6% |
| 5Y | +601.4% | +46.1% | +555.2% | +466.2% |
| All | +1,166.2% | +123.7% | +1,042.5% | +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