+1,079.5%
MPC vs FFIV
+126.1%
+953.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -16.2% | -8.1% | -8.1% | -12.9% |
| 30D | -15.7% | -33.4% | +17.7% | -0.9% |
| 3M | +24.9% | -24.7% | +49.6% | +37.7% |
| 6M | +52.7% | -8.8% | +61.5% | +52.1% |
| YTD | +131.9% | +21.8% | +110.1% | +97.7% |
| 1Y | +96.6% | +25.3% | +71.3% | +64.8% |
| 3Y | +163.8% | +101.2% | +62.6% | +65.1% |
| 5Y | +533.1% | +40.2% | +492.9% | +366.0% |
| All | +1,079.5% | +126.1% | +953.4% | +453.7% |
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