+191.7%
MPC vs FISV
-46.9%
+238.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.6% |
| 7D | -9.4% | +22.3% | -31.7% | -10.4% |
| 30D | -14.3% | +39.2% | -53.5% | -16.0% |
| 3M | +31.1% | +21.2% | +9.9% | +29.5% |
| 6M | +60.3% | +14.5% | +45.8% | +58.7% |
| YTD | +142.5% | -5.4% | +148.0% | +142.5% |
| 1Y | +104.6% | -0.3% | +104.9% | +103.7% |
| 3Y | +191.7% | -46.8% | +238.5% | +169.9% |
| All | +191.7% | -46.9% | +238.6% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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