+77.3%
MPC vs FE
-5.6%
+82.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.2% |
| 7D | +5.4% | +1.9% | +3.5% | +5.9% |
| 30D | +31.0% | -1.2% | +32.1% | +30.6% |
| 3M | +46.0% | +3.5% | +42.5% | +47.8% |
| 6M | +77.3% | -6.1% | +83.4% | +75.3% |
| All | +77.3% | -5.6% | +82.9% | +75.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling