+199.8%
MPC vs SNY
+22.5%
+177.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +11.2% | +2.8% | +8.4% | +11.2% |
| 30D | -14.5% | +21.6% | -36.1% | -15.0% |
| 3M | +16.7% | +10.5% | +6.2% | +16.4% |
| 6M | +67.6% | +14.0% | +53.5% | +66.5% |
| YTD | +157.9% | +5.4% | +152.6% | +158.1% |
| 1Y | +116.7% | -2.5% | +119.1% | +118.5% |
| 3Y | +199.8% | +22.1% | +177.7% | +185.4% |
| All | +199.8% | +22.5% | +177.2% | +185.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling