+1,131.4%
MPC vs SNY
+64.5%
+1,066.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +1.8% | -3.3% | +5.1% | +2.9% |
| 30D | +14.0% | -2.2% | +16.2% | +14.7% |
| 3M | +52.2% | -3.0% | +55.3% | +53.3% |
| 6M | +75.8% | +2.7% | +73.0% | +72.6% |
| YTD | +146.3% | -6.8% | +153.1% | +149.8% |
| 1Y | +120.8% | -5.3% | +126.1% | +122.0% |
| 3Y | +172.6% | -9.8% | +182.4% | +169.0% |
| 5Y | +678.2% | +9.7% | +668.6% | +567.9% |
| All | +1,131.4% | +64.5% | +1,066.9% | +839.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling