+173.4%
MPC vs SITM
+395.0%
-221.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.2% | -0.1% |
| 7D | +5.4% | +9.7% | -4.3% | +4.8% |
| 30D | +31.0% | +12.7% | +18.3% | +29.3% |
| 3M | +46.0% | -13.4% | +59.4% | +46.1% |
| 6M | +77.3% | +59.6% | +17.7% | +67.2% |
| YTD | +141.9% | +73.3% | +68.6% | +125.1% |
| 1Y | +120.9% | +165.5% | -44.6% | +94.1% |
| All | +173.4% | +395.0% | -221.6% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling