+642.2%
MPC vs FND
-60.2%
+702.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | +5.4% | -5.2% | +10.7% | +6.0% |
| 30D | +31.0% | -19.9% | +50.8% | +33.7% |
| 3M | +46.0% | +2.7% | +43.3% | +44.4% |
| 6M | +77.3% | -21.7% | +99.0% | +81.1% |
| YTD | +141.9% | -17.5% | +159.4% | +144.3% |
| 1Y | +120.9% | -39.3% | +160.2% | +133.3% |
| 3Y | +182.7% | -49.8% | +232.5% | +197.8% |
| All | +642.2% | -60.2% | +702.4% | +661.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling