+167.0%
MPC vs FFIV
+102.8%
+64.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.5% | +1.5% | -2.5% |
| 7D | -12.8% | -14.2% | +1.5% | -9.3% |
| 30D | -12.7% | -33.6% | +20.9% | -3.6% |
| 3M | +27.1% | -24.2% | +51.3% | +33.7% |
| 6M | +45.8% | -8.3% | +54.1% | +42.8% |
| YTD | +134.7% | +22.1% | +112.6% | +105.9% |
| 1Y | +106.0% | +26.5% | +79.6% | +78.1% |
| All | +167.0% | +102.8% | +64.2% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling