+1,079.5%
MPC vs FIX
+3,608.1%
-2,528.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.7% | -2.9% |
| 7D | -16.2% | -17.5% | +1.3% | -11.3% |
| 30D | -15.7% | -41.6% | +25.8% | -1.4% |
| 3M | +24.9% | -40.6% | +65.5% | +44.2% |
| 6M | +52.7% | -49.4% | +102.0% | +82.1% |
| YTD | +131.9% | +9.2% | +122.7% | +105.1% |
| 1Y | +96.6% | +6.5% | +90.2% | +74.2% |
| 3Y | +163.8% | +448.7% | -284.9% | -1.5% |
| 5Y | +533.1% | +948.7% | -415.6% | +57.1% |
| All | +1,079.5% | +3,608.1% | -2,528.7% | +50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling