+117.2%
MPC vs FIX
+14.3%
+103.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -15.1% | +7.0% | -7.4% |
| 7D | -10.9% | -18.9% | +8.0% | -10.2% |
| 30D | -9.4% | -36.3% | +26.9% | -8.7% |
| 3M | +26.0% | -38.5% | +64.5% | +26.9% |
| 6M | +56.5% | -42.3% | +98.8% | +57.4% |
| YTD | +144.3% | +17.1% | +127.2% | +136.7% |
| 1Y | +117.2% | +14.4% | +102.8% | +111.2% |
| All | +117.2% | +14.3% | +103.0% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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