+601.0%
MPC vs SNY
+17.1%
+583.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +11.2% | +2.8% | +8.4% | +11.0% |
| 30D | -14.5% | +21.6% | -36.1% | -16.0% |
| 3M | +16.7% | +10.5% | +6.2% | +15.6% |
| 6M | +67.6% | +14.0% | +53.5% | +65.2% |
| YTD | +157.9% | +5.4% | +152.6% | +156.5% |
| 1Y | +116.7% | -2.5% | +119.1% | +117.5% |
| 3Y | +199.8% | +22.1% | +177.7% | +188.7% |
| All | +601.0% | +17.1% | +583.9% | +559.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling