+1,106.2%
MPC vs FLR
+17.5%
+1,088.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.3% | -3.7% | +2.4% |
| 7D | -9.4% | +8.5% | -17.9% | -11.4% |
| 30D | -14.3% | -0.7% | -13.6% | -14.4% |
| 3M | +31.1% | -11.7% | +42.8% | +34.5% |
| 6M | +60.3% | +16.2% | +44.1% | +50.6% |
| YTD | +142.5% | +27.0% | +115.5% | +118.5% |
| 1Y | +104.6% | +10.1% | +94.5% | +91.4% |
| 3Y | +191.7% | +46.2% | +145.5% | +135.6% |
| 5Y | +549.2% | +121.4% | +427.8% | +348.0% |
| 10Y | +1,106.2% | +11.0% | +1,095.2% | +784.6% |
| All | +1,106.2% | +17.5% | +1,088.7% | +784.6% |
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