+534.5%
MPC vs SITM
+42.2%
+492.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +17.4% | -18.7% | -2.7% |
| 7D | -16.2% | -6.7% | -9.4% | -15.8% |
| 30D | -15.7% | -37.3% | +21.6% | -12.7% |
| 3M | +24.9% | -39.4% | +64.3% | +29.1% |
| 6M | +52.7% | -33.1% | +85.8% | +54.1% |
| YTD | +131.9% | +18.0% | +113.8% | +118.0% |
| 1Y | +96.6% | +22.7% | +74.0% | +83.4% |
| 3Y | +163.8% | +283.8% | -120.0% | +104.2% |
| All | +534.5% | +42.2% | +492.2% | +400.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling