+120.9%
MPC vs SMR
-76.3%
+197.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +5.4% | +4.4% | +1.0% | +5.4% |
| 30D | +31.0% | +3.4% | +27.6% | +30.9% |
| 3M | +46.0% | -19.2% | +65.2% | +46.3% |
| 6M | +77.3% | -22.6% | +100.0% | +78.1% |
| YTD | +141.9% | -31.5% | +173.5% | +144.2% |
| 1Y | +120.9% | -73.1% | +194.0% | +130.4% |
| All | +120.9% | -76.3% | +197.2% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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