+642.2%
MPC vs FE
+45.0%
+597.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +5.4% | +1.9% | +3.5% | +5.0% |
| 30D | +31.0% | -1.2% | +32.1% | +31.2% |
| 3M | +46.0% | +3.5% | +42.5% | +44.6% |
| 6M | +77.3% | -6.1% | +83.4% | +79.5% |
| YTD | +141.9% | +7.6% | +134.3% | +135.9% |
| 1Y | +120.9% | +11.9% | +109.0% | +112.8% |
| 3Y | +182.7% | +48.4% | +134.3% | +144.3% |
| All | +642.2% | +45.0% | +597.3% | +538.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling