+211.8%
MPC vs SN
+490.7%
-278.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.4% |
| 7D | +5.4% | -9.3% | +14.8% | +6.4% |
| 30D | +31.0% | -4.8% | +35.8% | +31.5% |
| 3M | +46.0% | +40.4% | +5.6% | +39.6% |
| 6M | +77.3% | +50.9% | +26.4% | +67.1% |
| YTD | +141.9% | +54.9% | +87.0% | +126.2% |
| 1Y | +120.9% | +43.0% | +77.9% | +108.6% |
| 3Y | +182.7% | +391.8% | -209.1% | +139.1% |
| All | +211.8% | +490.7% | -278.9% | +163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling