+1,120.0%
MPC vs SO
+156.1%
+963.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.7% |
| 7D | +5.4% | -0.2% | +5.6% | +5.5% |
| 30D | +31.0% | -4.6% | +35.5% | +33.8% |
| 3M | +46.0% | -3.0% | +49.1% | +47.6% |
| 6M | +77.3% | -8.3% | +85.6% | +83.7% |
| YTD | +141.9% | +3.5% | +138.4% | +135.7% |
| 1Y | +120.9% | -0.9% | +121.8% | +119.3% |
| 3Y | +182.7% | +45.4% | +137.3% | +123.0% |
| 5Y | +646.4% | +59.6% | +586.8% | +441.9% |
| All | +1,120.0% | +156.1% | +963.9% | +725.8% |
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