+601.4%
MPC vs SO
+76.6%
+524.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +3.9% | +2.7% |
| 7D | +9.4% | -0.9% | +10.3% | +9.6% |
| 30D | -13.4% | +4.9% | -18.4% | -14.2% |
| 3M | +18.9% | +0.8% | +18.1% | +18.6% |
| 6M | +64.9% | +0.6% | +64.3% | +64.3% |
| YTD | +156.8% | +8.7% | +148.2% | +151.9% |
| 1Y | +113.2% | +4.0% | +109.2% | +110.9% |
| 3Y | +201.8% | +50.6% | +151.2% | +168.5% |
| 5Y | +601.4% | +77.5% | +523.9% | +483.3% |
| All | +601.4% | +76.6% | +524.7% | +483.3% |
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