+534.5%
MPC vs SAP
+70.5%
+463.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.8% |
| 7D | -16.2% | -0.7% | -15.5% | -16.2% |
| 30D | -15.7% | +11.1% | -26.8% | -16.7% |
| 3M | +24.9% | +17.0% | +7.9% | +22.5% |
| 6M | +52.7% | +34.8% | +17.8% | +46.9% |
| YTD | +131.9% | -2.2% | +134.1% | +132.7% |
| 1Y | +96.6% | -6.4% | +103.1% | +98.9% |
| 3Y | +163.8% | +75.1% | +88.6% | +133.7% |
| All | +534.5% | +70.5% | +463.9% | +444.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling