+508.0%
MPC vs SMR
-53.6%
+561.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.8% | +0.6% |
| 7D | +11.2% | -8.3% | +19.5% | +11.6% |
| 30D | -14.5% | -20.1% | +5.6% | -13.9% |
| 3M | +16.7% | -52.7% | +69.4% | +19.5% |
| 6M | +67.6% | -61.0% | +128.6% | +72.2% |
| YTD | +157.9% | -67.1% | +225.0% | +165.1% |
| 1Y | +116.7% | -79.9% | +196.5% | +127.6% |
| 3Y | +199.8% | +101.7% | +98.0% | +134.3% |
| All | +508.0% | -53.6% | +561.7% | +442.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling