+33.4%
SOFI vs MPC
+1,013.1%
-979.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -1.6% |
| 7D | -6.4% | +2.6% | -9.0% | -7.1% |
| 30D | +6.8% | -12.2% | +19.0% | +10.2% |
| 3M | -9.5% | +20.1% | -29.6% | -16.6% |
| 6M | +0.1% | +60.6% | -60.5% | -17.7% |
| YTD | -37.9% | +150.6% | -188.4% | -58.0% |
| 1Y | -47.4% | +104.7% | -152.1% | -61.5% |
| 3Y | +134.4% | +194.5% | -60.1% | +42.5% |
| 5Y | -29.2% | +582.3% | -611.4% | -70.6% |
| All | +33.4% | +1,013.1% | -979.7% | -55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling