+163.8%
MPC vs SMR
+43.9%
+119.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +16.2% | -17.5% | -1.6% |
| 7D | -16.2% | -9.6% | -6.6% | -16.0% |
| 30D | -15.7% | -33.8% | +18.0% | -15.0% |
| 3M | +24.9% | -46.4% | +71.3% | +26.3% |
| 6M | +52.7% | -62.4% | +115.1% | +55.5% |
| YTD | +131.9% | -64.1% | +196.0% | +135.5% |
| 1Y | +96.6% | -84.3% | +181.0% | +104.9% |
| 3Y | +163.8% | +55.8% | +108.0% | +136.7% |
| All | +163.8% | +43.9% | +119.9% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling