+184.8%
MPC vs FIVE
+43.9%
+140.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -8.8% | +7.3% | -16.2% | -9.5% |
| 30D | -14.4% | +18.1% | -32.5% | -15.9% |
| 3M | +21.9% | +7.7% | +14.2% | +20.7% |
| 6M | +60.1% | +13.6% | +46.5% | +56.9% |
| YTD | +142.3% | +34.6% | +107.7% | +130.5% |
| 1Y | +101.7% | +66.2% | +35.5% | +85.9% |
| 3Y | +184.8% | +43.5% | +141.3% | +118.3% |
| All | +184.8% | +43.9% | +140.8% | +118.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling