+3,005.7%
MPC vs FE
+110.6%
+2,895.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | -12.8% | +0.6% | -13.3% | -13.0% |
| 30D | -12.7% | +6.4% | -19.1% | -14.9% |
| 3M | +27.1% | -0.5% | +27.5% | +27.1% |
| 6M | +45.8% | +4.7% | +41.0% | +42.4% |
| YTD | +134.7% | +8.4% | +126.3% | +125.0% |
| 1Y | +106.0% | +7.2% | +98.8% | +98.3% |
| 3Y | +165.5% | +44.9% | +120.6% | +121.0% |
| 5Y | +540.9% | +46.3% | +494.6% | +423.2% |
| 10Y | +1,133.6% | +110.3% | +1,023.4% | +786.0% |
| All | +3,005.7% | +110.6% | +2,895.1% | +1,874.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling