+117.2%
MPC vs FN
-25.7%
+143.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -6.0% | -2.1% | -8.2% |
| 7D | -10.9% | -7.0% | -3.9% | -11.0% |
| 30D | -9.4% | -24.7% | +15.3% | -9.9% |
| 3M | +26.0% | -35.7% | +61.6% | +24.8% |
| 6M | +56.5% | -52.4% | +108.9% | +53.5% |
| YTD | +144.3% | -25.0% | +169.2% | +141.6% |
| 1Y | +117.2% | -25.7% | +142.9% | +115.0% |
| All | +117.2% | -25.7% | +143.0% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling