+625.6%
MPC vs FRSH
-70.6%
+696.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +0.7% |
| 7D | +5.4% | -8.2% | +13.6% | +6.2% |
| 30D | +31.0% | +10.5% | +20.5% | +29.8% |
| 3M | +46.0% | +32.7% | +13.3% | +42.4% |
| 6M | +77.3% | +50.3% | +27.0% | +70.8% |
| YTD | +141.9% | +3.9% | +138.0% | +139.0% |
| 1Y | +120.9% | -2.2% | +123.1% | +119.2% |
| 3Y | +182.7% | -42.9% | +225.6% | +187.3% |
| All | +625.6% | -70.6% | +696.2% | +609.7% |
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