+96.6%
MPC vs SM
+72.1%
+24.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | -16.2% | -25.9% | +9.7% | -6.4% |
| 30D | -15.7% | -15.1% | -0.6% | -10.3% |
| 3M | +24.9% | +4.9% | +20.0% | +22.5% |
| 6M | +52.7% | +6.1% | +46.5% | +48.2% |
| YTD | +131.9% | +63.4% | +68.4% | +98.1% |
| 1Y | +96.6% | +72.5% | +24.2% | +64.2% |
| All | +96.6% | +72.1% | +24.6% | +64.2% |
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 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