+673.7%
MPC vs FRSH
-70.7%
+744.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +11.2% | +4.6% | +6.6% | +10.8% |
| 30D | -14.5% | -7.5% | -7.0% | -13.9% |
| 3M | +16.7% | -0.1% | +16.8% | +16.6% |
| 6M | +67.6% | +54.5% | +13.0% | +61.2% |
| YTD | +157.9% | +3.4% | +154.5% | +154.8% |
| 1Y | +116.7% | +6.4% | +110.3% | +113.4% |
| 3Y | +199.8% | -26.3% | +226.0% | +200.0% |
| 5Y | +604.4% | -66.4% | +670.8% | +585.8% |
| All | +673.7% | -70.7% | +744.4% | +656.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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