+642.2%
MPC vs FFIV
+91.3%
+550.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +5.4% | -1.0% | +6.4% | +5.7% |
| 30D | +31.0% | -5.1% | +36.0% | +32.9% |
| 3M | +46.0% | -4.5% | +50.5% | +47.5% |
| 6M | +77.3% | +36.5% | +40.8% | +59.4% |
| YTD | +141.9% | +53.0% | +88.9% | +109.1% |
| 1Y | +120.9% | +24.2% | +96.7% | +102.9% |
| 3Y | +182.7% | +137.2% | +45.5% | +110.9% |
| All | +642.2% | +91.3% | +550.9% | +463.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling