+96.6%
MPC vs SFM
-38.0%
+134.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | -1.1% |
| 7D | -16.2% | -1.2% | -15.0% | -16.2% |
| 30D | -15.7% | -24.8% | +9.0% | -14.9% |
| 3M | +24.9% | -43.7% | +68.6% | +27.0% |
| 6M | +52.7% | -37.3% | +89.9% | +54.0% |
| YTD | +131.9% | -38.4% | +170.2% | +135.6% |
| 1Y | +96.6% | -36.9% | +133.6% | +99.7% |
| All | +96.6% | -38.0% | +134.6% | +99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling