+199.8%
MPC vs SO
+52.7%
+147.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.4% |
| 7D | +11.2% | +1.4% | +9.9% | +11.2% |
| 30D | -14.5% | +4.7% | -19.2% | -14.7% |
| 3M | +16.7% | +1.7% | +15.0% | +16.4% |
| 6M | +67.6% | +2.2% | +65.4% | +67.0% |
| YTD | +157.9% | +10.0% | +148.0% | +156.1% |
| 1Y | +116.7% | +6.0% | +110.6% | +115.5% |
| 3Y | +199.8% | +54.1% | +145.6% | +189.7% |
| All | +199.8% | +52.7% | +147.0% | +189.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling