+180.6%
MPC vs SN
+389.7%
-209.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.4% |
| 7D | +5.4% | -9.3% | +14.8% | +6.6% |
| 30D | +31.0% | -4.8% | +35.8% | +31.6% |
| 3M | +46.0% | +40.4% | +5.6% | +38.6% |
| 6M | +77.3% | +50.9% | +26.4% | +65.5% |
| YTD | +141.9% | +54.9% | +87.0% | +123.7% |
| 1Y | +120.9% | +43.0% | +77.9% | +106.8% |
| All | +180.6% | +389.7% | -209.0% | +125.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling