+43.4%
SMCI vs MPC
+176.9%
-133.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +0.9% |
| 7D | +9.7% | +3.9% | +5.8% | +8.2% |
| 30D | +29.3% | +33.8% | -4.4% | +16.1% |
| 3M | -8.5% | +49.9% | -58.3% | -21.7% |
| 6M | +28.6% | +80.9% | -52.4% | -0.5% |
| YTD | +37.5% | +147.4% | -109.9% | -9.4% |
| 1Y | +0.5% | +123.2% | -122.6% | -30.5% |
| 3Y | +43.4% | +171.7% | -128.3% | -21.6% |
| All | +43.4% | +176.9% | -133.5% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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