+540.9%
MPC vs FIX
+929.6%
-388.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -11.6% | +7.7% | -2.3% |
| 7D | -12.8% | -27.2% | +14.5% | -9.1% |
| 30D | -12.7% | -46.9% | +34.2% | -5.6% |
| 3M | +27.1% | -44.4% | +71.5% | +36.3% |
| 6M | +45.8% | -50.9% | +96.7% | +57.9% |
| YTD | +134.7% | +3.5% | +131.2% | +123.5% |
| 1Y | +106.0% | -2.1% | +108.2% | +97.5% |
| 3Y | +165.5% | +418.7% | -253.2% | +64.1% |
| 5Y | +540.9% | +894.6% | -353.6% | +207.6% |
| All | +540.9% | +929.6% | -388.7% | +207.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling