+564.6%
MPC vs SO
+78.2%
+486.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -8.8% | -0.1% | -8.7% | -8.8% |
| 30D | -14.4% | +8.7% | -23.1% | -15.6% |
| 3M | +21.9% | +3.4% | +18.6% | +21.2% |
| 6M | +60.1% | +3.7% | +56.4% | +58.7% |
| YTD | +142.3% | +10.0% | +132.3% | +137.2% |
| 1Y | +101.7% | +6.6% | +95.1% | +98.6% |
| 3Y | +184.8% | +52.5% | +132.3% | +152.9% |
| 5Y | +564.6% | +76.1% | +488.6% | +458.4% |
| All | +564.6% | +78.2% | +486.4% | +458.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling