+1,079.5%
MPC vs FIVE
+563.4%
+516.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -16.2% | -0.3% | -15.9% | -16.3% |
| 30D | -15.7% | +17.7% | -33.4% | -19.6% |
| 3M | +24.9% | +4.0% | +20.9% | +22.5% |
| 6M | +52.7% | +2.6% | +50.0% | +49.0% |
| YTD | +131.9% | +27.6% | +104.3% | +110.4% |
| 1Y | +96.6% | +59.9% | +36.7% | +66.7% |
| 3Y | +163.8% | +35.8% | +128.0% | +117.0% |
| 5Y | +533.1% | +14.4% | +518.7% | +423.9% |
| All | +1,079.5% | +563.4% | +516.0% | +471.2% |
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