+1,098.3%
MPC vs SM
+4.2%
+1,094.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | -8.8% | -19.5% | +10.7% | -3.5% |
| 30D | -14.4% | -20.2% | +5.8% | -9.2% |
| 3M | +21.9% | -6.5% | +28.5% | +23.7% |
| 6M | +60.1% | +1.6% | +58.6% | +58.1% |
| YTD | +142.3% | +61.2% | +81.1% | +110.2% |
| 1Y | +101.7% | +65.4% | +36.3% | +73.6% |
| 3Y | +184.8% | -13.0% | +197.8% | +182.0% |
| 5Y | +564.6% | -4.3% | +568.9% | +518.2% |
| 10Y | +1,098.3% | +3.0% | +1,095.3% | +564.2% |
| All | +1,098.3% | +4.2% | +1,094.1% | +564.2% |
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