+1,171.8%
MPC vs SFM
+140.2%
+1,031.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +11.2% | +6.0% | +5.2% | +10.4% |
| 30D | -14.5% | -19.5% | +5.0% | -12.6% |
| 3M | +16.7% | -37.0% | +53.7% | +22.8% |
| 6M | +67.6% | -41.0% | +108.6% | +77.4% |
| YTD | +157.9% | -34.6% | +192.6% | +167.8% |
| 1Y | +116.7% | -36.3% | +152.9% | +125.7% |
| 3Y | +199.8% | +24.5% | +175.2% | +172.4% |
| 5Y | +604.4% | +115.9% | +488.5% | +466.4% |
| All | +1,171.8% | +140.2% | +1,031.6% | +889.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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