+2,968.0%
MPC vs FLR
-13.1%
+2,981.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -2.2% |
| 7D | -16.2% | -0.8% | -15.4% | -16.0% |
| 30D | -15.7% | -9.1% | -6.6% | -13.5% |
| 3M | +24.9% | -4.7% | +29.6% | +24.9% |
| 6M | +52.7% | -14.2% | +66.9% | +55.3% |
| YTD | +131.9% | +17.3% | +114.6% | +110.7% |
| 1Y | +96.6% | +4.3% | +92.4% | +85.1% |
| 3Y | +163.8% | +30.7% | +133.0% | +113.7% |
| 5Y | +533.1% | +101.3% | +431.8% | +324.6% |
| 10Y | +1,118.6% | +12.4% | +1,106.3% | +793.6% |
| All | +2,968.0% | -13.1% | +2,981.1% | +2,217.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling