+4,601.6%
SNDK vs MPC
+172.3%
+4,429.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.1% |
| 7D | +8.8% | +1.2% | +7.6% | +8.2% |
| 30D | +33.2% | +17.0% | +16.2% | +22.2% |
| 3M | +3.0% | +49.5% | -46.5% | -17.9% |
| 6M | +173.5% | +83.5% | +90.0% | +85.6% |
| YTD | +613.0% | +144.1% | +468.9% | +257.2% |
| 1Y | +2,189.8% | +119.6% | +2,070.2% | +1,193.3% |
| All | +4,601.6% | +172.3% | +4,429.3% | +2,048.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling