+3,101.0%
MPC vs SNY
+114.2%
+2,986.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +5.4% | -1.3% | +6.7% | +6.0% |
| 30D | +31.0% | +3.4% | +27.6% | +29.1% |
| 3M | +46.0% | -0.3% | +46.3% | +45.5% |
| 6M | +77.3% | +1.0% | +76.3% | +74.8% |
| YTD | +141.9% | -3.6% | +145.6% | +142.7% |
| 1Y | +120.9% | +3.0% | +117.9% | +114.5% |
| 3Y | +182.7% | -4.3% | +187.0% | +170.4% |
| 5Y | +646.4% | +5.2% | +641.3% | +556.4% |
| 10Y | +1,138.7% | +70.2% | +1,068.5% | +724.5% |
| All | +3,101.0% | +114.2% | +2,986.8% | +1,516.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling