+113.2%
MPC vs SO
+4.8%
+108.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +3.9% | +2.6% |
| 7D | +9.4% | -0.9% | +10.3% | +9.5% |
| 30D | -13.4% | +4.9% | -18.4% | -13.7% |
| 3M | +18.9% | +0.8% | +18.1% | +18.4% |
| 6M | +64.9% | +0.6% | +64.3% | +64.0% |
| YTD | +156.8% | +8.7% | +148.2% | +153.0% |
| 1Y | +113.2% | +4.0% | +109.2% | +111.1% |
| All | +113.2% | +4.8% | +108.4% | +111.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling