+446.6%
MPC vs SMR
-49.5%
+496.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +16.2% | -17.5% | -1.8% |
| 7D | -16.2% | -9.6% | -6.6% | -15.9% |
| 30D | -15.7% | -33.8% | +18.0% | -14.6% |
| 3M | +24.9% | -46.4% | +71.3% | +27.3% |
| 6M | +52.7% | -62.4% | +115.1% | +57.3% |
| YTD | +131.9% | -64.1% | +196.0% | +137.6% |
| 1Y | +96.6% | -84.3% | +181.0% | +109.2% |
| 3Y | +163.8% | +55.8% | +108.0% | +113.0% |
| All | +446.6% | -49.5% | +496.0% | +386.4% |
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 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