+483.3%
MPC vs SMR
+11.2%
+472.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +15.3% | -13.0% | +1.7% |
| 7D | +3.9% | +21.4% | -17.5% | +3.0% |
| 30D | +33.8% | +13.8% | +19.9% | +32.9% |
| 3M | +49.9% | +3.9% | +45.9% | +49.0% |
| 6M | +80.9% | -4.2% | +85.1% | +79.3% |
| YTD | +147.4% | -21.1% | +168.5% | +146.8% |
| 1Y | +123.2% | -67.1% | +190.3% | +130.1% |
| 3Y | +171.7% | +88.9% | +82.9% | +131.5% |
| All | +483.3% | +11.2% | +472.0% | +405.2% |
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