+534.5%
MPC vs FE
+42.2%
+492.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | -16.2% | -1.0% | -15.2% | -16.0% |
| 30D | -15.7% | +4.1% | -19.9% | -16.5% |
| 3M | +24.9% | -1.0% | +25.9% | +25.0% |
| 6M | +52.7% | +4.0% | +48.6% | +50.8% |
| YTD | +131.9% | +6.8% | +125.0% | +126.3% |
| 1Y | +96.6% | +5.3% | +91.4% | +92.6% |
| 3Y | +163.8% | +44.6% | +119.2% | +129.6% |
| All | +534.5% | +42.2% | +492.3% | +429.7% |
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