+669.5%
MPC vs SITM
+3,415.8%
-2,746.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.6% | -5.0% | +3.2% |
| 7D | -9.4% | +9.4% | -18.8% | -10.9% |
| 30D | -14.3% | -25.4% | +11.0% | -11.3% |
| 3M | +31.1% | -37.0% | +68.1% | +38.1% |
| 6M | +60.3% | -45.1% | +105.4% | +69.3% |
| YTD | +142.5% | +29.4% | +113.1% | +116.7% |
| 1Y | +104.6% | +39.8% | +64.8% | +79.3% |
| 3Y | +191.7% | +328.2% | -136.5% | +88.9% |
| 5Y | +549.2% | +87.4% | +461.9% | +340.1% |
| All | +669.5% | +3,415.8% | -2,746.3% | +82.8% |
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