+163.8%
MPC vs SO
+45.4%
+118.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | -16.2% | -1.5% | -14.7% | -16.1% |
| 30D | -15.7% | +8.1% | -23.8% | -16.1% |
| 3M | +24.9% | +0.2% | +24.7% | +24.7% |
| 6M | +52.7% | +0.4% | +52.3% | +52.3% |
| YTD | +131.9% | +8.5% | +123.4% | +130.3% |
| 1Y | +96.6% | +4.9% | +91.7% | +95.7% |
| 3Y | +163.8% | +47.9% | +115.9% | +150.0% |
| All | +163.8% | +45.4% | +118.4% | +150.0% |
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 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