-91.2%
SNDQ vs MPC
+85.9%
-177.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.5% | +5.7% | +10.3% |
| 7D | -31.8% | +9.4% | -41.2% | -25.2% |
| 30D | +69.3% | -13.4% | +82.7% | +66.3% |
| 3M | +1.1% | +18.9% | -17.7% | +21.9% |
| 6M | -72.4% | +64.9% | -137.3% | -62.0% |
| All | -91.2% | +85.9% | -177.1% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling