+202.5%
MPC vs SN
+639.7%
-437.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.8% |
| 7D | -12.8% | +3.8% | -16.6% | -13.1% |
| 30D | -12.7% | +17.5% | -30.3% | -14.2% |
| 3M | +27.1% | +19.2% | +7.8% | +24.5% |
| 6M | +45.8% | +84.9% | -39.1% | +35.1% |
| YTD | +134.7% | +94.0% | +40.7% | +114.3% |
| 1Y | +106.0% | +151.3% | -45.3% | +79.2% |
| 3Y | +165.5% | +387.1% | -221.6% | +119.2% |
| All | +202.5% | +639.7% | -437.3% | +149.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling