+1,106.2%
MPC vs SM
+4.9%
+1,101.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.7% | +7.3% | +5.3% |
| 7D | -9.4% | -22.3% | +12.9% | -3.2% |
| 30D | -14.3% | -21.4% | +7.0% | -8.8% |
| 3M | +31.1% | +1.4% | +29.7% | +30.2% |
| 6M | +60.3% | +0.1% | +60.2% | +58.8% |
| YTD | +142.5% | +59.0% | +83.6% | +111.2% |
| 1Y | +104.6% | +64.3% | +40.2% | +76.4% |
| 3Y | +191.7% | -13.1% | +204.8% | +189.1% |
| 5Y | +549.2% | -13.9% | +563.1% | +519.0% |
| 10Y | +1,106.2% | +1.7% | +1,104.5% | +570.3% |
| All | +1,106.2% | +4.9% | +1,101.3% | +570.3% |
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