+1,171.8%
MPC vs FTI
+189.4%
+982.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.6% | -0.6% |
| 7D | +11.2% | +4.3% | +6.9% | +9.0% |
| 30D | -14.5% | -4.7% | -9.8% | -12.7% |
| 3M | +16.7% | -13.5% | +30.2% | +24.6% |
| 6M | +67.6% | -8.7% | +76.3% | +73.6% |
| YTD | +157.9% | +49.0% | +108.9% | +109.5% |
| 1Y | +116.7% | +54.0% | +62.6% | +73.1% |
| 3Y | +199.8% | +211.6% | -11.9% | +62.7% |
| 5Y | +604.4% | +881.9% | -277.5% | +96.8% |
| All | +1,171.8% | +189.4% | +982.4% | +395.9% |
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