+540.9%
MPC vs FFIV
+39.3%
+501.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.5% | +1.5% | -2.4% |
| 7D | -12.8% | -14.2% | +1.5% | -9.1% |
| 30D | -12.7% | -33.6% | +20.9% | -3.3% |
| 3M | +27.1% | -24.2% | +51.3% | +34.5% |
| 6M | +45.8% | -8.3% | +54.1% | +44.5% |
| YTD | +134.7% | +22.1% | +112.6% | +110.6% |
| 1Y | +106.0% | +26.5% | +79.6% | +82.5% |
| 3Y | +165.5% | +102.3% | +63.2% | +100.2% |
| 5Y | +540.9% | +40.6% | +500.3% | +393.4% |
| All | +540.9% | +39.3% | +501.6% | +393.4% |
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