+116.7%
MPC vs FE
+5.8%
+110.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.6% |
| 7D | +11.2% | +1.2% | +10.0% | +11.5% |
| 30D | -14.5% | +4.5% | -19.0% | -13.8% |
| 3M | +16.7% | +1.3% | +15.3% | +16.6% |
| 6M | +67.6% | +8.7% | +58.9% | +69.9% |
| YTD | +157.9% | +9.2% | +148.7% | +155.5% |
| 1Y | +116.7% | +7.0% | +109.7% | +115.1% |
| All | +116.7% | +5.8% | +110.8% | +115.1% |
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