+124.7%
MPC vs FIGR
-32.8%
+157.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.2% | +3.4% |
| 7D | +2.6% | +5.1% | -2.5% | +2.6% |
| 30D | -12.2% | -15.0% | +2.8% | -12.2% |
| 3M | +20.1% | -13.1% | +33.2% | +19.8% |
| 6M | +60.6% | -37.9% | +98.5% | +60.8% |
| YTD | +150.6% | -40.8% | +191.3% | +143.8% |
| 1Y | +104.7% | -33.1% | +137.8% | +97.3% |
| All | +124.7% | -32.8% | +157.5% | +122.0% |
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