+1,106.2%
MPC vs SO
+184.0%
+922.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.0% |
| 7D | -9.4% | -1.1% | -8.3% | -8.9% |
| 30D | -14.3% | +8.6% | -22.9% | -17.6% |
| 3M | +31.1% | +1.8% | +29.3% | +29.8% |
| 6M | +60.3% | +3.6% | +56.6% | +56.7% |
| YTD | +142.5% | +9.9% | +132.6% | +129.5% |
| 1Y | +104.6% | +5.7% | +98.9% | +97.1% |
| 3Y | +191.7% | +52.5% | +139.2% | +125.4% |
| 5Y | +549.2% | +77.3% | +471.9% | +344.9% |
| 10Y | +1,106.2% | +186.8% | +919.4% | +688.7% |
| All | +1,106.2% | +184.0% | +922.3% | +688.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling