+601.0%
MPC vs SM
+5.5%
+595.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +11.2% | +9.4% | +1.9% | +7.4% |
| 30D | -14.5% | -14.4% | -0.1% | -9.6% |
| 3M | +16.7% | +1.6% | +15.1% | +15.1% |
| 6M | +67.6% | +6.3% | +61.2% | +60.9% |
| YTD | +157.9% | +78.8% | +79.1% | +100.8% |
| 1Y | +116.7% | +83.1% | +33.5% | +66.8% |
| 3Y | +199.8% | -5.9% | +205.7% | +182.8% |
| All | +601.0% | +5.5% | +595.5% | +509.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling