+180.6%
MPC vs FGI
-4.4%
+185.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.2% | +0.3% |
| 7D | +5.4% | +0.5% | +4.9% | +5.4% |
| 30D | +31.0% | +65.4% | -34.4% | +30.5% |
| 3M | +46.0% | +23.5% | +22.5% | +45.5% |
| 6M | +77.3% | +60.5% | +16.8% | +76.4% |
| YTD | +141.9% | +30.0% | +111.9% | +140.8% |
| 1Y | +120.9% | +82.1% | +38.9% | +118.1% |
| All | +180.6% | -4.4% | +185.0% | +180.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling