+1,098.3%
MPC vs FIVE
+562.8%
+535.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -8.8% | +7.3% | -16.2% | -10.7% |
| 30D | -14.4% | +18.1% | -32.5% | -18.3% |
| 3M | +21.9% | +7.7% | +14.2% | +18.7% |
| 6M | +60.1% | +13.6% | +46.5% | +52.1% |
| YTD | +142.3% | +34.6% | +107.7% | +116.8% |
| 1Y | +101.7% | +66.2% | +35.5% | +69.4% |
| 3Y | +184.8% | +43.5% | +141.3% | +130.9% |
| 5Y | +564.6% | +20.7% | +543.9% | +442.4% |
| 10Y | +1,098.3% | +541.5% | +556.9% | +478.6% |
| All | +1,098.3% | +562.8% | +535.6% | +478.6% |
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