+869.7%
MPC vs FND
+69.4%
+800.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -16.2% | +7.7% | -23.9% | -17.9% |
| 30D | -15.7% | +11.9% | -27.6% | -18.4% |
| 3M | +24.9% | -14.6% | +39.5% | +27.9% |
| 6M | +52.7% | +0.5% | +52.2% | +48.2% |
| YTD | +131.9% | -15.8% | +147.7% | +131.6% |
| 1Y | +96.6% | -12.9% | +109.6% | +94.0% |
| 3Y | +163.8% | -34.2% | +197.9% | +166.4% |
| 5Y | +533.1% | -61.6% | +594.7% | +606.0% |
| All | +869.7% | +69.4% | +800.3% | +551.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling