+96.6%
MPC vs FND
-16.0%
+112.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.3% |
| 7D | -16.2% | +7.7% | -23.9% | -14.6% |
| 30D | -15.7% | +11.9% | -27.6% | -13.4% |
| 3M | +24.9% | -14.6% | +39.5% | +23.0% |
| 6M | +52.7% | +0.5% | +52.2% | +55.1% |
| YTD | +131.9% | -15.8% | +147.7% | +137.0% |
| 1Y | +96.6% | -12.9% | +109.6% | +100.2% |
| All | +96.6% | -16.0% | +112.6% | +100.2% |
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