+948.1%
MPC vs FND
+68.8%
+879.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.2% | +3.6% |
| 7D | +2.6% | -4.4% | +7.0% | +3.6% |
| 30D | -12.2% | +14.5% | -26.7% | -15.5% |
| 3M | +20.1% | -15.6% | +35.7% | +23.5% |
| 6M | +60.6% | +4.7% | +55.9% | +54.4% |
| YTD | +150.6% | -16.1% | +166.7% | +150.5% |
| 1Y | +104.7% | -16.0% | +120.7% | +103.9% |
| 3Y | +194.5% | -35.5% | +230.0% | +199.2% |
| 5Y | +582.3% | -60.5% | +642.8% | +653.2% |
| All | +948.1% | +68.8% | +879.3% | +604.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling