+167.0%
MPC vs FN
+80.0%
+87.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -14.2% | +10.3% | -3.2% |
| 7D | -12.8% | -16.0% | +3.2% | -12.1% |
| 30D | -12.7% | -40.1% | +27.4% | -10.8% |
| 3M | +27.1% | -43.9% | +71.0% | +29.8% |
| 6M | +45.8% | -55.6% | +101.4% | +50.1% |
| YTD | +134.7% | -35.7% | +170.4% | +132.2% |
| 1Y | +106.0% | -39.8% | +145.9% | +104.6% |
| All | +167.0% | +80.0% | +87.0% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling