+1,116.6%
MPC vs SM
+5.6%
+1,111.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.0% |
| 7D | +5.4% | +0.1% | +5.3% | +5.4% |
| 30D | +31.0% | +26.3% | +4.7% | +23.0% |
| 3M | +46.0% | +8.7% | +37.4% | +42.0% |
| 6M | +77.3% | +51.7% | +25.6% | +57.4% |
| YTD | +141.9% | +99.0% | +42.9% | +99.2% |
| 1Y | +120.9% | +34.6% | +86.3% | +100.1% |
| 3Y | +182.7% | -7.8% | +190.4% | +175.0% |
| 5Y | +646.4% | +104.8% | +541.7% | +476.0% |
| All | +1,116.6% | +5.6% | +1,111.0% | +543.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling