+1,079.5%
MPC vs SFM
+138.2%
+941.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | -0.6% |
| 7D | -16.2% | -1.2% | -15.0% | -16.2% |
| 30D | -15.7% | -24.8% | +9.0% | -13.1% |
| 3M | +24.9% | -43.7% | +68.6% | +33.4% |
| 6M | +52.7% | -37.3% | +89.9% | +59.9% |
| YTD | +131.9% | -38.4% | +170.2% | +142.5% |
| 1Y | +96.6% | -36.9% | +133.6% | +104.8% |
| 3Y | +163.8% | +20.7% | +143.1% | +140.4% |
| 5Y | +533.1% | +103.5% | +429.6% | +412.8% |
| All | +1,079.5% | +138.2% | +941.2% | +783.6% |
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