+117.2%
MPC vs SN
+156.5%
-39.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.1% | -12.2% | -7.4% |
| 7D | -10.9% | +10.6% | -21.5% | -9.2% |
| 30D | -9.4% | +20.0% | -29.4% | -6.4% |
| 3M | +26.0% | +30.4% | -4.4% | +32.3% |
| 6M | +56.5% | +91.0% | -34.5% | +74.5% |
| YTD | +144.3% | +95.9% | +48.3% | +172.0% |
| 1Y | +117.2% | +158.9% | -41.6% | +133.0% |
| All | +117.2% | +156.5% | -39.2% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling