+1,116.6%
MPC vs FTV
+79.5%
+1,037.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.9% |
| 7D | +5.4% | -4.5% | +9.9% | +8.5% |
| 30D | +31.0% | -7.1% | +38.0% | +37.0% |
| 3M | +46.0% | -7.2% | +53.2% | +51.2% |
| 6M | +77.3% | -1.5% | +78.8% | +74.7% |
| YTD | +141.9% | +3.5% | +138.4% | +127.9% |
| 1Y | +120.9% | +20.3% | +100.6% | +85.9% |
| 3Y | +182.7% | -3.1% | +185.8% | +169.2% |
| 5Y | +646.4% | +2.3% | +644.1% | +558.6% |
| All | +1,116.6% | +79.5% | +1,037.1% | +661.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling