+1,183.8%
MPC vs SW
+189.7%
+994.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.1% | -12.2% | -8.7% |
| 7D | -10.9% | +12.1% | -23.0% | -12.4% |
| 30D | -9.4% | +6.6% | -16.0% | -10.3% |
| 3M | +26.0% | -6.0% | +32.0% | +26.6% |
| 6M | +56.5% | +21.5% | +35.0% | +50.3% |
| YTD | +144.3% | +20.3% | +123.9% | +132.9% |
| 1Y | +117.2% | +28.1% | +89.1% | +104.7% |
| 3Y | +176.3% | +51.6% | +124.7% | +150.1% |
| 5Y | +590.5% | -0.1% | +590.6% | +543.6% |
| 10Y | +1,183.8% | +189.7% | +994.1% | +919.3% |
| All | +1,183.8% | +189.7% | +994.1% | +919.3% |
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