+1,171.8%
MPC vs SM
+18.0%
+1,153.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +11.2% | +9.4% | +1.9% | +8.5% |
| 30D | -14.5% | -14.4% | -0.1% | -11.0% |
| 3M | +16.7% | +1.6% | +15.1% | +15.7% |
| 6M | +67.6% | +6.3% | +61.2% | +63.3% |
| YTD | +157.9% | +78.8% | +79.1% | +117.6% |
| 1Y | +116.7% | +83.1% | +33.5% | +81.5% |
| 3Y | +199.8% | -5.9% | +205.7% | +190.5% |
| 5Y | +604.4% | +4.8% | +599.6% | +539.2% |
| All | +1,171.8% | +18.0% | +1,153.8% | +585.4% |
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