+3,005.7%
MPC vs FFIV
+191.1%
+2,814.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.5% | +1.5% | -1.8% |
| 7D | -12.8% | -14.2% | +1.5% | -7.5% |
| 30D | -12.7% | -33.6% | +20.9% | +0.8% |
| 3M | +27.1% | -24.2% | +51.3% | +38.3% |
| 6M | +45.8% | -8.3% | +54.1% | +45.9% |
| YTD | +134.7% | +22.1% | +112.6% | +106.9% |
| 1Y | +106.0% | +26.5% | +79.6% | +78.6% |
| 3Y | +165.5% | +102.3% | +63.2% | +84.2% |
| 5Y | +540.9% | +40.6% | +500.3% | +402.8% |
| 10Y | +1,133.6% | +129.7% | +1,003.9% | +659.8% |
| All | +3,005.7% | +191.1% | +2,814.6% | +1,351.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling