+471.7%
MPC vs SMR
-45.9%
+517.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.1% | -2.5% | +4.3% |
| 7D | -9.4% | +1.7% | -11.1% | -9.5% |
| 30D | -14.3% | -24.4% | +10.1% | -13.6% |
| 3M | +31.1% | -44.6% | +75.7% | +33.5% |
| 6M | +60.3% | -56.7% | +116.9% | +64.1% |
| YTD | +142.5% | -61.6% | +204.1% | +147.9% |
| 1Y | +104.6% | -82.1% | +186.6% | +116.4% |
| 3Y | +191.7% | +161.5% | +30.2% | +123.6% |
| All | +471.7% | -45.9% | +517.6% | +407.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling