+167.0%
MPC vs SAP
+82.9%
+84.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.5% | -5.4% | -4.0% |
| 7D | -12.8% | +4.0% | -16.8% | -12.9% |
| 30D | -12.7% | +15.7% | -28.4% | -13.4% |
| 3M | +27.1% | +23.4% | +3.7% | +25.6% |
| 6M | +45.8% | +41.3% | +4.5% | +42.7% |
| YTD | +134.7% | +2.0% | +132.7% | +136.6% |
| 1Y | +106.0% | -5.1% | +111.1% | +110.0% |
| All | +167.0% | +82.9% | +84.2% | +135.3% |
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