+117.2%
MPC vs FFIV
+33.5%
+83.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.4% | -7.7% | -8.1% |
| 7D | -10.9% | -9.8% | -1.1% | -9.8% |
| 30D | -9.4% | -28.1% | +18.7% | -5.9% |
| 3M | +26.0% | -20.0% | +46.0% | +27.2% |
| 6M | +56.5% | -0.1% | +56.6% | +48.5% |
| YTD | +144.3% | +29.2% | +115.1% | +116.9% |
| 1Y | +117.2% | +36.6% | +80.6% | +93.6% |
| All | +117.2% | +33.5% | +83.7% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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