+1,166.2%
MPC vs SAP
+236.1%
+930.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +9.4% | -3.9% | +13.3% | +11.0% |
| 30D | -13.4% | +6.5% | -20.0% | -15.6% |
| 3M | +18.9% | +14.7% | +4.2% | +12.4% |
| 6M | +64.9% | +39.9% | +25.0% | +42.6% |
| YTD | +156.8% | -2.0% | +158.8% | +151.8% |
| 1Y | +113.2% | -6.0% | +119.2% | +112.9% |
| 3Y | +201.8% | +67.7% | +134.1% | +116.0% |
| 5Y | +601.4% | +78.8% | +522.6% | +369.8% |
| All | +1,166.2% | +236.1% | +930.2% | +434.8% |
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