+477.6%
MPC vs FGI
-70.6%
+548.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | -16.2% | -7.0% | -9.2% | -16.1% |
| 30D | -15.7% | -4.2% | -11.5% | -15.7% |
| 3M | +24.9% | +55.6% | -30.7% | +23.7% |
| 6M | +52.7% | -3.2% | +55.8% | +51.6% |
| YTD | +131.9% | +29.1% | +102.7% | +128.5% |
| 1Y | +96.6% | +51.0% | +45.7% | +92.7% |
| 3Y | +163.8% | +1.5% | +162.3% | +156.5% |
| All | +477.6% | -70.6% | +548.2% | +462.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling