+1,135.5%
MPC vs FFIV
+126.3%
+1,009.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.6% | +3.0% |
| 7D | +2.6% | -2.9% | +5.5% | +4.0% |
| 30D | -12.2% | -32.4% | +20.2% | +2.8% |
| 3M | +20.1% | -22.7% | +42.8% | +30.8% |
| 6M | +60.6% | -10.7% | +71.3% | +62.0% |
| YTD | +150.6% | +25.4% | +125.2% | +111.0% |
| 1Y | +104.7% | +34.2% | +70.5% | +66.0% |
| 3Y | +194.5% | +101.2% | +93.3% | +84.9% |
| 5Y | +582.3% | +42.0% | +540.3% | +401.5% |
| All | +1,135.5% | +126.3% | +1,009.3% | +490.9% |
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