+1,135.3%
MPC vs FIVE
+535.9%
+599.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.7% |
| 7D | +2.6% | -0.5% | +3.1% | +2.7% |
| 30D | -12.2% | +17.4% | -29.6% | -16.1% |
| 3M | +20.1% | +7.0% | +13.0% | +17.0% |
| 6M | +60.6% | +20.5% | +40.1% | +50.2% |
| YTD | +150.6% | +33.1% | +117.5% | +124.8% |
| 1Y | +104.7% | +67.1% | +37.6% | +71.5% |
| 3Y | +194.5% | +41.9% | +152.6% | +139.4% |
| 5Y | +582.3% | +21.1% | +561.2% | +455.0% |
| 10Y | +1,135.3% | +518.8% | +616.5% | +499.8% |
| All | +1,135.3% | +535.9% | +599.4% | +499.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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