+163.8%
MPC vs SN
+397.9%
-234.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.5% |
| 7D | -16.2% | +7.2% | -23.4% | -16.9% |
| 30D | -15.7% | +20.4% | -36.1% | -17.7% |
| 3M | +24.9% | +23.9% | +1.0% | +21.2% |
| 6M | +52.7% | +93.0% | -40.4% | +37.8% |
| YTD | +131.9% | +99.2% | +32.6% | +105.9% |
| 1Y | +96.6% | +142.6% | -46.0% | +66.2% |
| 3Y | +163.8% | +398.8% | -235.0% | +87.8% |
| All | +163.8% | +397.9% | -234.1% | +87.8% |
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