+101.9%
MPC vs FIVE
+63.1%
+38.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.6% | -1.0% | +5.1% |
| 7D | -9.4% | +6.2% | -15.6% | -8.8% |
| 30D | -14.3% | +18.2% | -32.5% | -13.0% |
| 3M | +31.1% | +3.8% | +27.3% | +31.9% |
| 6M | +60.3% | +13.7% | +46.5% | +61.5% |
| YTD | +142.5% | +34.7% | +107.8% | +140.1% |
| All | +101.9% | +63.1% | +38.7% | +100.2% |
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 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