+947.1%
MPC vs FTAI
+2,582.9%
-1,635.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +5.4% | +0.7% | +4.8% | +5.2% |
| 30D | +31.0% | -12.1% | +43.0% | +34.2% |
| 3M | +46.0% | -21.3% | +67.4% | +51.4% |
| 6M | +77.3% | -30.2% | +107.5% | +84.4% |
| YTD | +141.9% | +0.3% | +141.6% | +126.8% |
| 1Y | +120.9% | +27.2% | +93.8% | +92.1% |
| 3Y | +182.7% | +443.9% | -261.2% | +34.1% |
| 5Y | +646.4% | +853.5% | -207.1% | +173.2% |
| 10Y | +1,138.7% | +3,169.1% | -2,030.4% | +193.1% |
| All | +947.1% | +2,582.9% | -1,635.7% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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