+1,106.2%
MPC vs SAP
+228.4%
+877.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.0% |
| 7D | -9.4% | +1.6% | -11.0% | -10.1% |
| 30D | -14.3% | +10.5% | -24.9% | -17.6% |
| 3M | +31.1% | +15.2% | +15.9% | +23.7% |
| 6M | +60.3% | +36.7% | +23.6% | +39.9% |
| YTD | +142.5% | -0.6% | +143.1% | +136.6% |
| 1Y | +104.6% | -4.1% | +108.7% | +102.8% |
| 3Y | +191.7% | +73.2% | +118.5% | +105.9% |
| 5Y | +549.2% | +74.1% | +475.1% | +344.8% |
| 10Y | +1,106.2% | +222.9% | +883.3% | +445.8% |
| All | +1,106.2% | +228.4% | +877.9% | +445.8% |
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