+1,415.2%
MPC vs SFM
+132.6%
+1,282.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.1% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | +31.0% | -4.4% | +35.3% | +31.6% |
| 3M | +46.0% | +1.5% | +44.5% | +45.0% |
| 6M | +77.3% | +6.5% | +70.8% | +74.1% |
| YTD | +141.9% | +2.2% | +139.7% | +138.6% |
| 1Y | +120.9% | -41.9% | +162.8% | +135.7% |
| 3Y | +182.7% | +106.8% | +75.9% | +140.4% |
| 5Y | +646.4% | +231.6% | +414.9% | +468.7% |
| 10Y | +1,138.7% | +258.4% | +880.3% | +778.1% |
| All | +1,415.2% | +132.6% | +1,282.7% | +1,041.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling