+695.0%
MPC vs SITM
+3,535.1%
-2,840.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.3% | -2.9% | +2.5% |
| 7D | +2.6% | +17.2% | -14.6% | -0.1% |
| 30D | -12.2% | -17.1% | +4.9% | -10.4% |
| 3M | +20.1% | -29.2% | +49.2% | +24.4% |
| 6M | +60.6% | -47.6% | +108.2% | +71.0% |
| YTD | +150.6% | +33.8% | +116.8% | +122.8% |
| 1Y | +104.7% | +54.1% | +50.6% | +76.5% |
| 3Y | +194.5% | +337.6% | -143.1% | +90.2% |
| 5Y | +582.3% | +89.7% | +492.6% | +363.4% |
| All | +695.0% | +3,535.1% | -2,840.0% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling