+96.6%
MPC vs FN
-33.3%
+130.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.7% | -12.9% | -1.1% |
| 7D | -16.2% | 0.0% | -16.1% | -16.0% |
| 30D | -15.7% | -34.3% | +18.6% | -16.3% |
| 3M | +24.9% | -39.9% | +64.8% | +23.9% |
| 6M | +52.7% | -51.8% | +104.5% | +50.2% |
| YTD | +131.9% | -28.1% | +160.0% | +128.5% |
| 1Y | +96.6% | -29.1% | +125.7% | +93.4% |
| All | +96.6% | -33.3% | +130.0% | +93.4% |
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