+590.5%
MPC vs SW
-0.1%
+590.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.1% | -12.2% | -8.4% |
| 7D | -10.9% | +12.1% | -23.0% | -11.7% |
| 30D | -9.4% | +6.6% | -16.0% | -9.9% |
| 3M | +26.0% | -6.0% | +32.0% | +26.4% |
| 6M | +56.5% | +21.5% | +35.0% | +52.7% |
| YTD | +144.3% | +20.3% | +123.9% | +137.2% |
| 1Y | +117.2% | +28.1% | +89.1% | +109.2% |
| 3Y | +176.3% | +51.6% | +124.7% | +164.4% |
| 5Y | +590.5% | -0.1% | +590.6% | +555.2% |
| All | +590.5% | -0.1% | +590.6% | +555.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling