+175.1%
MPC vs SNY
-9.4%
+184.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +3.2% | -3.6% | +6.9% | +3.4% |
| 30D | +25.0% | -1.4% | +26.5% | +25.1% |
| 3M | +55.2% | -4.2% | +59.4% | +55.4% |
| 6M | +86.4% | +2.0% | +84.4% | +85.5% |
| YTD | +148.5% | -6.7% | +155.1% | +149.4% |
| 1Y | +121.7% | -4.7% | +126.4% | +122.1% |
| All | +175.1% | -9.4% | +184.5% | +167.7% |
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 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