+96.6%
MPC vs FIVE
+55.9%
+40.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.3% |
| 7D | -16.2% | -0.3% | -15.9% | -16.0% |
| 30D | -15.7% | +17.7% | -33.4% | -14.5% |
| 3M | +24.9% | +4.0% | +20.9% | +25.5% |
| 6M | +52.7% | +2.6% | +50.0% | +52.4% |
| YTD | +131.9% | +27.6% | +104.3% | +128.7% |
| 1Y | +96.6% | +59.9% | +36.7% | +94.4% |
| All | +96.6% | +55.9% | +40.8% | +94.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling