+120.9%
MPC vs SM
+36.8%
+84.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.3% |
| 7D | +5.4% | -0.5% | +5.9% | +5.6% |
| 30D | +31.0% | +25.6% | +5.4% | +21.1% |
| 3M | +46.0% | +8.0% | +38.0% | +40.9% |
| 6M | +77.3% | +50.8% | +26.5% | +56.0% |
| YTD | +141.9% | +97.9% | +44.0% | +97.4% |
| 1Y | +120.9% | +33.8% | +87.1% | +93.1% |
| All | +120.9% | +36.8% | +84.2% | +93.1% |
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