+3,005.7%
MPC vs FIX
+10,369.7%
-7,364.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -11.6% | +7.7% | -0.3% |
| 7D | -12.8% | -27.2% | +14.5% | -4.1% |
| 30D | -12.7% | -46.9% | +34.2% | +5.1% |
| 3M | +27.1% | -44.4% | +71.5% | +49.8% |
| 6M | +45.8% | -50.9% | +96.7% | +75.3% |
| YTD | +134.7% | +3.5% | +131.2% | +113.6% |
| 1Y | +106.0% | -2.1% | +108.2% | +89.8% |
| 3Y | +165.5% | +418.7% | -253.2% | +13.5% |
| 5Y | +540.9% | +894.6% | -353.6% | +97.6% |
| 10Y | +1,133.6% | +3,465.5% | -2,331.9% | +121.4% |
| All | +3,005.7% | +10,369.7% | -7,364.0% | +252.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling