+540.9%
MPC vs SW
-1.6%
+542.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.8% |
| 7D | -12.8% | +4.7% | -17.4% | -13.1% |
| 30D | -12.7% | +5.0% | -17.7% | -13.1% |
| 3M | +27.1% | -7.3% | +34.4% | +27.6% |
| 6M | +45.8% | +15.0% | +30.8% | +43.0% |
| YTD | +134.7% | +18.5% | +116.2% | +128.1% |
| 1Y | +106.0% | +27.1% | +78.9% | +98.4% |
| 3Y | +165.5% | +49.3% | +116.2% | +154.3% |
| 5Y | +540.9% | -1.6% | +542.5% | +507.8% |
| All | +540.9% | -1.6% | +542.5% | +507.8% |
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