+199.8%
MPC vs USFR
+14.4%
+185.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +11.2% | +0.1% | +11.2% | +11.2% |
| 30D | -14.5% | +0.4% | -14.9% | -15.0% |
| 3M | +16.7% | +1.1% | +15.6% | +14.4% |
| 6M | +67.6% | +2.0% | +65.5% | +59.5% |
| YTD | +157.9% | +3.5% | +154.5% | +137.8% |
| 1Y | +116.7% | +4.1% | +112.6% | +96.0% |
| 3Y | +199.8% | +14.4% | +185.4% | +182.4% |
| All | +199.8% | +14.4% | +185.4% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling