+1,135.3%
MPC vs SO
+195.2%
+940.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +2.6% | +0.8% | +1.8% | +2.2% |
| 30D | -12.2% | +7.8% | -20.0% | -15.3% |
| 3M | +20.1% | +2.9% | +17.1% | +18.3% |
| 6M | +60.6% | +2.5% | +58.1% | +57.8% |
| YTD | +150.6% | +10.3% | +140.3% | +136.8% |
| 1Y | +104.7% | +6.4% | +98.3% | +96.6% |
| 3Y | +194.5% | +52.8% | +141.7% | +127.2% |
| 5Y | +582.3% | +78.7% | +503.6% | +365.2% |
| 10Y | +1,135.3% | +196.3% | +939.0% | +704.0% |
| All | +1,135.3% | +195.2% | +940.0% | +704.0% |
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