+199.8%
MPC vs SFM
+27.3%
+172.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +11.2% | +6.0% | +5.2% | +10.8% |
| 30D | -14.5% | -19.5% | +5.0% | -13.4% |
| 3M | +16.7% | -37.0% | +53.7% | +20.2% |
| 6M | +67.6% | -41.0% | +108.6% | +73.3% |
| YTD | +157.9% | -34.6% | +192.6% | +163.4% |
| 1Y | +116.7% | -36.3% | +152.9% | +121.8% |
| 3Y | +199.8% | +24.5% | +175.2% | +158.2% |
| All | +199.8% | +27.3% | +172.4% | +158.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling