+1,251.3%
MPC vs USFR
+27.5%
+1,223.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.4% | +0.1% | +5.4% | +5.4% |
| 30D | +31.0% | +0.3% | +30.7% | +30.7% |
| 3M | +46.0% | +1.0% | +45.0% | +45.0% |
| 6M | +77.3% | +1.9% | +75.4% | +75.0% |
| YTD | +141.9% | +2.6% | +139.3% | +137.6% |
| 1Y | +120.9% | +4.0% | +116.9% | +115.0% |
| 3Y | +182.7% | +14.1% | +168.6% | +158.2% |
| 5Y | +646.4% | +20.4% | +626.0% | +556.8% |
| 10Y | +1,138.7% | +28.0% | +1,110.7% | +950.1% |
| All | +1,251.3% | +27.5% | +1,223.7% | +1,017.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling