+534.5%
MPC vs USFR
+21.3%
+513.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -16.2% | +0.1% | -16.3% | -16.2% |
| 30D | -15.7% | +0.4% | -16.1% | -15.7% |
| 3M | +24.9% | +1.1% | +23.8% | +25.0% |
| 6M | +52.7% | +2.1% | +50.6% | +52.7% |
| YTD | +131.9% | +3.4% | +128.4% | +133.0% |
| 1Y | +96.6% | +4.1% | +92.5% | +97.8% |
| 3Y | +163.8% | +14.4% | +149.4% | +183.6% |
| All | +534.5% | +21.3% | +513.1% | +595.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling