+1,094.5%
MPC vs FLR
+8.6%
+1,085.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -8.8% | +5.1% | -13.9% | -10.1% |
| 30D | -14.4% | -0.5% | -13.9% | -14.5% |
| 3M | +21.9% | -3.5% | +25.4% | +22.5% |
| 6M | +60.1% | +16.5% | +43.7% | +50.4% |
| YTD | +142.3% | +27.3% | +115.0% | +118.2% |
| 1Y | +101.7% | +10.6% | +91.1% | +88.5% |
| 3Y | +184.8% | +39.4% | +145.4% | +133.3% |
| 5Y | +564.6% | +126.4% | +438.2% | +355.6% |
| All | +1,094.5% | +8.6% | +1,085.9% | +772.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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