+120.9%
MPC vs FTV
+21.5%
+99.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | +5.4% | -4.6% | +10.0% | +5.6% |
| 30D | +31.0% | -7.2% | +38.1% | +31.3% |
| 3M | +46.0% | -7.3% | +53.3% | +46.1% |
| 6M | +77.3% | -1.6% | +78.9% | +75.8% |
| YTD | +141.9% | +3.3% | +138.6% | +135.1% |
| 1Y | +120.9% | +20.2% | +100.7% | +108.9% |
| All | +120.9% | +21.5% | +99.4% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling