+1,134.0%
MPC vs FTI
+304.2%
+829.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +3.3% |
| 7D | +3.9% | -0.2% | +4.0% | +3.9% |
| 30D | +33.8% | +12.3% | +21.4% | +26.4% |
| 3M | +49.9% | +13.8% | +36.1% | +40.3% |
| 6M | +80.9% | +24.3% | +56.7% | +61.4% |
| YTD | +147.4% | +75.8% | +71.7% | +86.3% |
| 1Y | +123.2% | +99.6% | +23.6% | +57.3% |
| 3Y | +171.7% | +278.4% | -106.7% | +34.3% |
| 5Y | +678.6% | +1,168.7% | -490.1% | +91.2% |
| 10Y | +1,134.0% | +297.5% | +836.5% | +318.5% |
| All | +1,134.0% | +304.2% | +829.8% | +318.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling