+117.4%
MPC vs FIGR
-31.9%
+149.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.9% | -3.3% | +4.7% |
| 7D | -9.4% | +12.5% | -21.9% | -9.3% |
| 30D | -14.3% | -14.1% | -0.2% | -14.3% |
| 3M | +31.1% | -14.3% | +45.4% | +30.9% |
| 6M | +60.3% | -34.8% | +95.1% | +60.4% |
| YTD | +142.5% | -40.0% | +182.5% | +136.0% |
| 1Y | +104.6% | -32.9% | +137.5% | +97.3% |
| All | +117.4% | -31.9% | +149.3% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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