+180.6%
MPC vs SAP
+62.3%
+118.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +5.4% | -2.9% | +8.3% | +5.6% |
| 30D | +31.0% | +9.0% | +22.0% | +30.2% |
| 3M | +46.0% | +14.9% | +31.1% | +44.9% |
| 6M | +77.3% | +11.9% | +65.4% | +76.0% |
| YTD | +141.9% | -9.9% | +151.8% | +145.2% |
| 1Y | +120.9% | -19.5% | +140.5% | +127.8% |
| All | +180.6% | +62.3% | +118.4% | +169.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling