+1,106.2%
MPC vs FTI
+185.2%
+921.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.2% |
| 7D | -9.4% | -4.3% | -5.1% | -7.4% |
| 30D | -14.3% | -8.0% | -6.3% | -10.9% |
| 3M | +31.1% | -8.0% | +39.1% | +36.1% |
| 6M | +60.3% | -8.7% | +68.9% | +66.0% |
| YTD | +142.5% | +43.9% | +98.6% | +100.4% |
| 1Y | +104.6% | +49.8% | +54.8% | +65.7% |
| 3Y | +191.7% | +211.7% | -20.0% | +58.3% |
| 5Y | +549.2% | +781.6% | -232.3% | +91.8% |
| 10Y | +1,106.2% | +180.2% | +926.1% | +373.0% |
| All | +1,106.2% | +185.2% | +921.0% | +373.0% |
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