+120.9%
MPC vs FND
-36.4%
+157.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.6% |
| 7D | +5.4% | -5.2% | +10.7% | +4.7% |
| 30D | +31.0% | -19.9% | +50.8% | +27.0% |
| 3M | +46.0% | +2.7% | +43.3% | +47.0% |
| 6M | +77.3% | -21.7% | +99.0% | +79.6% |
| YTD | +141.9% | -17.5% | +159.4% | +145.6% |
| 1Y | +120.9% | -39.3% | +160.2% | +126.4% |
| All | +120.9% | -36.4% | +157.3% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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