+601.0%
MPC vs FFIV
+35.3%
+565.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.2% |
| 7D | +11.2% | -0.5% | +11.8% | +11.4% |
| 30D | -14.5% | -32.4% | +17.9% | -5.7% |
| 3M | +16.7% | -25.7% | +42.4% | +24.2% |
| 6M | +67.6% | -13.5% | +81.1% | +69.2% |
| YTD | +157.9% | +21.1% | +136.8% | +132.0% |
| 1Y | +116.7% | +29.4% | +87.2% | +90.3% |
| 3Y | +199.8% | +94.9% | +104.9% | +128.5% |
| All | +601.0% | +35.3% | +565.7% | +461.7% |
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 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