+117.2%
MPC vs SW
+29.5%
+87.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.1% | -12.2% | -7.4% |
| 7D | -10.9% | +12.1% | -23.0% | -9.1% |
| 30D | -9.4% | +6.6% | -16.0% | -8.2% |
| 3M | +26.0% | -6.0% | +32.0% | +25.5% |
| 6M | +56.5% | +21.5% | +35.0% | +61.1% |
| YTD | +144.3% | +20.3% | +123.9% | +148.4% |
| 1Y | +117.2% | +28.1% | +89.1% | +120.4% |
| All | +117.2% | +29.5% | +87.7% | +120.4% |
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