+1,098.3%
MPC vs FFIV
+126.0%
+972.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | -8.8% | -4.2% | -4.7% | -7.0% |
| 30D | -14.4% | -33.9% | +19.5% | +1.2% |
| 3M | +21.9% | -22.6% | +44.6% | +32.7% |
| 6M | +60.1% | -10.4% | +70.5% | +61.2% |
| YTD | +142.3% | +24.3% | +118.0% | +104.8% |
| 1Y | +101.7% | +31.8% | +69.9% | +65.0% |
| 3Y | +184.8% | +99.5% | +85.3% | +79.5% |
| 5Y | +564.6% | +40.7% | +523.9% | +390.3% |
| 10Y | +1,098.3% | +126.9% | +971.4% | +469.5% |
| All | +1,098.3% | +126.0% | +972.4% | +469.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling