+101.7%
MPC vs SN
+140.3%
-38.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.3% |
| 7D | -8.8% | +7.6% | -16.4% | -7.5% |
| 30D | -14.4% | +22.4% | -36.8% | -10.9% |
| 3M | +21.9% | +21.7% | +0.3% | +26.9% |
| 6M | +60.1% | +102.8% | -42.7% | +83.0% |
| YTD | +142.3% | +102.4% | +39.9% | +177.2% |
| 1Y | +101.7% | +139.0% | -37.3% | +129.9% |
| All | +101.7% | +140.3% | -38.6% | +129.9% |
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