+199.8%
MPC vs FND
-39.5%
+239.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.5% |
| 7D | +11.2% | -6.8% | +18.1% | +11.5% |
| 30D | -14.5% | +8.0% | -22.5% | -15.0% |
| 3M | +16.7% | -18.9% | +35.6% | +18.1% |
| 6M | +67.6% | +4.7% | +62.9% | +64.5% |
| YTD | +157.9% | -21.6% | +179.5% | +161.5% |
| 1Y | +116.7% | -22.0% | +138.7% | +119.5% |
| 3Y | +199.8% | -40.4% | +240.2% | +187.7% |
| All | +199.8% | -39.5% | +239.3% | +187.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling