+117.2%
MPC vs SM
+70.4%
+46.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -15.3% | +7.2% | -2.4% |
| 7D | -10.9% | -21.5% | +10.6% | -2.7% |
| 30D | -9.4% | -11.4% | +2.0% | -5.2% |
| 3M | +26.0% | +0.6% | +25.3% | +25.2% |
| 6M | +56.5% | +0.2% | +56.3% | +54.7% |
| YTD | +144.3% | +69.7% | +74.6% | +108.4% |
| 1Y | +117.2% | +71.6% | +45.7% | +85.4% |
| All | +117.2% | +70.4% | +46.9% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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