+1,093.9%
MPC vs SW
+185.4%
+908.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.7% |
| 7D | -12.8% | +4.7% | -17.4% | -13.3% |
| 30D | -12.7% | +5.0% | -17.7% | -13.4% |
| 3M | +27.1% | -7.3% | +34.4% | +28.0% |
| 6M | +45.8% | +15.0% | +30.8% | +41.1% |
| YTD | +134.7% | +18.5% | +116.2% | +124.3% |
| 1Y | +106.0% | +27.1% | +78.9% | +94.4% |
| 3Y | +165.5% | +49.3% | +116.2% | +140.8% |
| 5Y | +540.9% | -1.6% | +542.5% | +498.6% |
| All | +1,093.9% | +185.4% | +908.6% | +831.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling