+2,456.6%
MPC vs FIVE
+868.1%
+1,588.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.9% |
| 7D | +5.4% | +4.3% | +1.2% | +4.3% |
| 30D | +31.0% | +12.5% | +18.5% | +26.8% |
| 3M | +46.0% | +31.2% | +14.8% | +35.9% |
| 6M | +77.3% | +14.4% | +62.9% | +68.5% |
| YTD | +141.9% | +33.9% | +108.0% | +120.4% |
| 1Y | +120.9% | +65.1% | +55.9% | +89.5% |
| 3Y | +182.7% | +49.0% | +133.7% | +131.8% |
| 5Y | +646.4% | +30.3% | +616.1% | +504.7% |
| 10Y | +1,138.7% | +481.1% | +657.6% | +576.3% |
| All | +2,456.6% | +868.1% | +1,588.5% | +1,129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling