+3,005.7%
MPC vs SUI
+495.6%
+2,510.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.2% |
| 7D | -12.8% | +8.8% | -21.5% | -16.2% |
| 30D | -12.7% | +8.9% | -21.7% | -16.3% |
| 3M | +27.1% | +2.0% | +25.0% | +25.0% |
| 6M | +45.8% | -0.6% | +46.4% | +44.5% |
| YTD | +134.7% | +1.3% | +133.4% | +129.3% |
| 1Y | +106.0% | +1.3% | +104.8% | +101.3% |
| 3Y | +165.5% | +16.3% | +149.2% | +135.8% |
| 5Y | +540.9% | -25.1% | +566.0% | +588.0% |
| 10Y | +1,133.6% | +121.1% | +1,012.6% | +632.9% |
| All | +3,005.7% | +495.6% | +2,510.1% | +783.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 all: compounded portfolio wealth divided by compounded SUI 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…
all analysis · Full analysis span regression · 6 months rolling