+113.2%
MPC vs SITM
+51.8%
+61.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.5% |
| 7D | +9.4% | +32.5% | -23.1% | +9.9% |
| 30D | -13.4% | -18.8% | +5.4% | -14.1% |
| 3M | +18.9% | -30.9% | +49.7% | +17.4% |
| 6M | +64.9% | -44.5% | +109.4% | +60.4% |
| YTD | +156.8% | +33.2% | +123.6% | +168.1% |
| 1Y | +113.2% | +53.8% | +59.3% | +123.5% |
| All | +113.2% | +51.8% | +61.4% | +123.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling