+542.6%
MPC vs FGI
-74.8%
+617.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -25.2% | +25.6% | +0.7% |
| 7D | +11.2% | -14.4% | +25.6% | +11.4% |
| 30D | -14.5% | -11.8% | -2.7% | -14.4% |
| 3M | +16.7% | -46.2% | +62.9% | +17.2% |
| 6M | +67.6% | +5.2% | +62.4% | +66.3% |
| YTD | +157.9% | +10.5% | +147.4% | +154.5% |
| 1Y | +116.7% | +25.5% | +91.2% | +112.6% |
| 3Y | +199.8% | -16.0% | +215.8% | +192.4% |
| All | +542.6% | -74.8% | +617.4% | +526.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling