+1,079.5%
MPC vs SO
+177.2%
+902.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.7% |
| 7D | -16.2% | -1.5% | -14.7% | -15.6% |
| 30D | -15.7% | +8.1% | -23.8% | -18.8% |
| 3M | +24.9% | +0.2% | +24.7% | +24.5% |
| 6M | +52.7% | +0.4% | +52.3% | +51.5% |
| YTD | +131.9% | +8.5% | +123.4% | +120.8% |
| 1Y | +96.6% | +4.9% | +91.7% | +90.1% |
| 3Y | +163.8% | +47.9% | +115.9% | +107.5% |
| 5Y | +533.1% | +75.7% | +457.4% | +336.9% |
| All | +1,079.5% | +177.2% | +902.3% | +679.0% |
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