+3,101.0%
MPC vs FIX
+17,372.3%
-14,271.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +51.2% |
| 6M | +77.3% | +12.7% | +64.6% | +63.3% |
| YTD | +141.9% | +72.8% | +69.1% | +90.5% |
| 1Y | +120.9% | +122.9% | -2.0% | +55.5% |
| 3Y | +182.7% | +774.3% | -591.6% | +3.2% |
| 5Y | +646.4% | +2,049.5% | -1,403.0% | +77.0% |
| 10Y | +1,138.7% | +5,821.5% | -4,682.7% | +91.8% |
| All | +3,101.0% | +17,372.3% | -14,271.3% | +214.2% |
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 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