+1,098.3%
MPC vs SFM
+138.5%
+959.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -8.8% | -6.9% | -1.9% | -8.1% |
| 30D | -14.4% | -25.0% | +10.6% | -11.7% |
| 3M | +21.9% | -42.7% | +64.7% | +29.9% |
| 6M | +60.1% | -41.0% | +101.1% | +69.2% |
| YTD | +142.3% | -38.7% | +181.0% | +153.6% |
| 1Y | +101.7% | -38.1% | +139.8% | +110.6% |
| 3Y | +184.8% | +19.3% | +165.4% | +160.0% |
| 5Y | +564.6% | +103.1% | +461.5% | +438.5% |
| 10Y | +1,098.3% | +131.1% | +967.3% | +805.1% |
| All | +1,098.3% | +138.5% | +959.8% | +805.1% |
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