+404.4%
SNXX vs MPC
+129.6%
+274.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.8% | -6.2% | -8.0% |
| 7D | +16.8% | +1.2% | +15.6% | +16.9% |
| 30D | +65.3% | +17.0% | +48.3% | +65.8% |
| 3M | -34.8% | +49.5% | -84.2% | -29.1% |
| 6M | +255.1% | +83.5% | +171.6% | +331.4% |
| All | +404.4% | +129.6% | +274.8% | +653.6% |
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 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