+180.6%
MPC vs SW
+19.6%
+161.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +5.4% | -5.1% | +10.5% | +6.0% |
| 30D | +31.0% | -4.6% | +35.6% | +31.5% |
| 3M | +46.0% | +9.4% | +36.6% | +43.9% |
| 6M | +77.3% | +3.5% | +73.8% | +75.9% |
| YTD | +141.9% | +22.0% | +119.9% | +131.8% |
| 1Y | +120.9% | +2.2% | +118.7% | +118.3% |
| All | +180.6% | +19.6% | +161.1% | +161.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling