+1,120.0%
MPC vs FIX
+5,813.3%
-4,693.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.3% |
| 7D | +5.4% | +6.0% | -0.6% | +3.5% |
| 30D | +31.0% | -7.2% | +38.2% | +33.6% |
| 3M | +46.0% | -15.9% | +61.9% | +51.3% |
| 6M | +77.3% | +12.7% | +64.6% | +62.9% |
| YTD | +141.9% | +72.8% | +69.1% | +88.8% |
| 1Y | +120.9% | +122.9% | -2.0% | +53.2% |
| 3Y | +182.7% | +774.3% | -591.6% | -6.6% |
| 5Y | +646.4% | +2,049.5% | -1,403.0% | +44.4% |
| All | +1,120.0% | +5,813.3% | -4,693.3% | +51.3% |
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