+3,101.0%
MPC vs FTI
+189.6%
+2,911.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +5.4% | +5.3% | +0.2% | +2.8% |
| 30D | +31.0% | +15.3% | +15.6% | +22.2% |
| 3M | +46.0% | +15.8% | +30.3% | +35.5% |
| 6M | +77.3% | +22.6% | +54.7% | +59.1% |
| YTD | +141.9% | +79.5% | +62.4% | +79.9% |
| 1Y | +120.9% | +102.0% | +18.9% | +54.5% |
| 3Y | +182.7% | +315.8% | -133.1% | +32.7% |
| 5Y | +646.4% | +1,129.5% | -483.1% | +85.9% |
| 10Y | +1,138.7% | +320.9% | +817.8% | +327.1% |
| All | +3,101.0% | +189.6% | +2,911.4% | +971.6% |
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