+655.1%
MPC vs SNY
+9.4%
+645.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +1.8% | -3.3% | +5.1% | +2.1% |
| 30D | +14.0% | -2.2% | +16.2% | +14.2% |
| 3M | +52.2% | -3.0% | +55.3% | +52.6% |
| 6M | +75.8% | +2.7% | +73.0% | +74.6% |
| YTD | +146.3% | -6.8% | +153.1% | +147.6% |
| 1Y | +120.8% | -5.3% | +126.1% | +121.4% |
| 3Y | +172.6% | -9.8% | +182.4% | +171.7% |
| All | +655.1% | +9.4% | +645.7% | +592.0% |
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