+101.7%
MPC vs FTV
+32.5%
+69.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | -8.8% | +1.4% | -10.2% | -8.8% |
| 30D | -14.4% | +18.3% | -32.7% | -14.3% |
| 3M | +21.9% | +9.8% | +12.1% | +22.1% |
| 6M | +60.1% | +12.3% | +47.8% | +59.7% |
| YTD | +142.3% | +23.1% | +119.2% | +134.5% |
| 1Y | +101.7% | +32.5% | +69.2% | +94.2% |
| All | +101.7% | +32.5% | +69.2% | +94.2% |
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 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