+163.8%
MPC vs SM
-20.0%
+183.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | -16.2% | -25.9% | +9.7% | -5.9% |
| 30D | -15.7% | -15.1% | -0.6% | -10.2% |
| 3M | +24.9% | +4.9% | +20.0% | +21.8% |
| 6M | +52.7% | +6.1% | +46.5% | +46.7% |
| YTD | +131.9% | +63.4% | +68.4% | +85.7% |
| 1Y | +96.6% | +72.5% | +24.2% | +53.6% |
| 3Y | +163.8% | -16.9% | +180.7% | +162.0% |
| All | +163.8% | -20.0% | +183.8% | +162.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling