+1,106.2%
MPC vs FTV
+113.3%
+992.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +2.9% |
| 7D | -9.4% | +0.4% | -9.8% | -9.7% |
| 30D | -14.3% | +17.2% | -31.5% | -23.0% |
| 3M | +31.1% | +8.9% | +22.2% | +23.1% |
| 6M | +60.3% | +11.3% | +49.0% | +46.4% |
| YTD | +142.5% | +21.9% | +120.6% | +104.2% |
| 1Y | +104.6% | +31.6% | +73.0% | +62.8% |
| 3Y | +191.7% | +38.1% | +153.6% | +116.5% |
| 5Y | +549.2% | +15.7% | +533.5% | +432.1% |
| 10Y | +1,106.2% | +107.5% | +998.8% | +583.2% |
| All | +1,106.2% | +113.3% | +992.9% | +583.2% |
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