+1,053.2%
MPC vs FTV
+107.8%
+945.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -16.2% | +0.2% | -16.4% | -16.5% |
| 30D | -15.7% | +15.7% | -31.4% | -23.7% |
| 3M | +24.9% | +7.5% | +17.4% | +18.1% |
| 6M | +52.7% | +8.5% | +44.2% | +41.7% |
| YTD | +131.9% | +18.8% | +113.1% | +98.4% |
| 1Y | +96.6% | +28.5% | +68.1% | +58.7% |
| 3Y | +163.8% | +34.0% | +129.8% | +99.6% |
| 5Y | +533.1% | +12.6% | +520.5% | +427.8% |
| All | +1,053.2% | +107.8% | +945.4% | +563.8% |
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