+718.4%
MPC vs SITM
+3,319.5%
-2,601.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +6.0% | +1.2% |
| 7D | +11.2% | +6.6% | +4.6% | +10.2% |
| 30D | -14.5% | -15.3% | +0.8% | -13.0% |
| 3M | +16.7% | -35.4% | +52.1% | +22.5% |
| 6M | +67.6% | -46.8% | +114.3% | +77.8% |
| YTD | +157.9% | +25.9% | +132.1% | +131.3% |
| 1Y | +116.7% | +54.0% | +62.7% | +86.5% |
| 3Y | +199.8% | +315.6% | -115.8% | +94.9% |
| 5Y | +604.4% | +74.4% | +530.0% | +385.5% |
| All | +718.4% | +3,319.5% | -2,601.2% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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