+2,968.0%
MPC vs FTI
+130.4%
+2,837.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -2.7% |
| 7D | -16.2% | -7.6% | -8.6% | -12.8% |
| 30D | -15.7% | -7.1% | -8.6% | -12.8% |
| 3M | +24.9% | -8.7% | +33.6% | +30.1% |
| 6M | +52.7% | -14.0% | +66.6% | +62.7% |
| YTD | +131.9% | +42.8% | +89.0% | +92.1% |
| 1Y | +96.6% | +50.4% | +46.3% | +58.8% |
| 3Y | +163.8% | +194.1% | -30.3% | +46.9% |
| 5Y | +533.1% | +775.2% | -242.1% | +87.5% |
| 10Y | +1,118.6% | +189.2% | +929.5% | +405.4% |
| All | +2,968.0% | +130.4% | +2,837.6% | +1,044.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling