+1,195.1%
MPC vs USFR
+28.5%
+1,166.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.0% |
| 3M | +24.9% | +1.1% | +23.8% | +24.0% |
| 6M | +52.7% | +2.1% | +50.6% | +50.5% |
| YTD | +131.9% | +3.4% | +128.4% | +126.5% |
| 1Y | +96.6% | +4.1% | +92.5% | +91.2% |
| 3Y | +163.8% | +14.4% | +149.4% | +140.5% |
| 5Y | +533.1% | +21.3% | +511.8% | +454.1% |
| 10Y | +1,118.6% | +28.5% | +1,090.2% | +929.5% |
| All | +1,195.1% | +28.5% | +1,166.6% | +965.4% |
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 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