+3,005.7%
MPC vs SM
-48.4%
+3,054.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.6% | +0.7% | -2.7% |
| 7D | -12.8% | -25.1% | +12.4% | -6.2% |
| 30D | -12.7% | -15.6% | +2.9% | -9.0% |
| 3M | +27.1% | +2.7% | +24.4% | +25.9% |
| 6M | +45.8% | -3.8% | +49.6% | +46.1% |
| YTD | +134.7% | +61.8% | +72.9% | +105.0% |
| 1Y | +106.0% | +71.4% | +34.7% | +77.2% |
| 3Y | +165.5% | -20.7% | +186.2% | +169.4% |
| 5Y | +540.9% | -11.5% | +552.4% | +509.5% |
| 10Y | +1,133.6% | +10.2% | +1,123.4% | +617.9% |
| All | +3,005.7% | -48.4% | +3,054.1% | +1,791.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling