+601.0%
MPC vs USFR
+21.4%
+579.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +11.2% | +0.1% | +11.2% | +11.3% |
| 30D | -14.5% | +0.4% | -14.9% | -14.4% |
| 3M | +16.7% | +1.1% | +15.6% | +17.0% |
| 6M | +67.6% | +2.0% | +65.5% | +68.2% |
| YTD | +157.9% | +3.5% | +154.5% | +160.7% |
| 1Y | +116.7% | +4.1% | +112.6% | +119.4% |
| 3Y | +199.8% | +14.4% | +185.4% | +230.8% |
| All | +601.0% | +21.4% | +579.6% | +715.5% |
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