+120.9%
MPC vs SW
+1.0%
+119.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.4% |
| 7D | +5.4% | -5.1% | +10.5% | +4.9% |
| 30D | +31.0% | -4.6% | +35.6% | +30.4% |
| 3M | +46.0% | +9.4% | +36.6% | +47.9% |
| 6M | +77.3% | +3.5% | +73.8% | +82.0% |
| YTD | +141.9% | +22.0% | +119.9% | +146.2% |
| 1Y | +120.9% | +2.2% | +118.7% | +123.0% |
| All | +120.9% | +1.0% | +119.9% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling