+131.2%
MPC vs FIGR
-29.9%
+161.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.4% |
| 7D | +11.2% | +11.0% | +0.3% | +11.3% |
| 30D | -14.5% | +0.7% | -15.2% | -14.4% |
| 3M | +16.7% | -20.9% | +37.6% | +16.6% |
| 6M | +67.6% | -37.7% | +105.3% | +67.9% |
| YTD | +157.9% | -38.2% | +196.2% | +151.0% |
| 1Y | +116.7% | -27.1% | +143.7% | +108.6% |
| All | +131.2% | -29.9% | +161.2% | +128.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling