+1,106.2%
MPC vs FFIV
+132.4%
+973.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +3.6% |
| 7D | -9.4% | -2.1% | -7.3% | -8.5% |
| 30D | -14.3% | -33.8% | +19.5% | +1.3% |
| 3M | +31.1% | -20.6% | +51.7% | +41.0% |
| 6M | +60.3% | -10.2% | +70.5% | +61.2% |
| YTD | +142.5% | +24.5% | +118.0% | +104.9% |
| 1Y | +104.6% | +29.3% | +75.3% | +69.0% |
| 3Y | +191.7% | +103.8% | +87.9% | +81.8% |
| 5Y | +549.2% | +40.9% | +508.3% | +378.8% |
| 10Y | +1,106.2% | +126.6% | +979.6% | +474.8% |
| All | +1,106.2% | +132.4% | +973.8% | +474.8% |
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