+601.0%
MPC vs FLR
+112.0%
+489.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | +11.2% | +5.4% | +5.9% | +10.0% |
| 30D | -14.5% | +2.8% | -17.3% | -15.1% |
| 3M | +16.7% | -6.4% | +23.1% | +17.8% |
| 6M | +67.6% | +8.8% | +58.8% | +61.7% |
| YTD | +157.9% | +23.6% | +134.3% | +137.1% |
| 1Y | +116.7% | +13.8% | +102.9% | +103.0% |
| 3Y | +199.8% | +36.5% | +163.3% | +143.2% |
| All | +601.0% | +112.0% | +489.0% | +380.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling