+1,079.5%
MPC vs SAP
+216.8%
+862.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +0.3% |
| 7D | -16.2% | -0.7% | -15.5% | -16.2% |
| 30D | -15.7% | +11.1% | -26.8% | -19.1% |
| 3M | +24.9% | +17.0% | +7.9% | +17.1% |
| 6M | +52.7% | +34.8% | +17.8% | +33.9% |
| YTD | +131.9% | -2.2% | +134.1% | +127.5% |
| 1Y | +96.6% | -6.4% | +103.1% | +96.7% |
| 3Y | +163.8% | +75.1% | +88.6% | +84.5% |
| 5Y | +533.1% | +69.8% | +463.3% | +338.8% |
| All | +1,079.5% | +216.8% | +862.7% | +440.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling