+42.0%
SOFI vs MPC
+1,003.7%
-961.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.2% | -3.9% |
| 7D | -2.9% | +3.2% | -6.1% | -3.9% |
| 30D | -4.4% | +25.0% | -29.4% | -11.8% |
| 3M | +5.2% | +55.2% | -49.9% | -10.7% |
| 6M | -7.8% | +86.4% | -94.2% | -28.3% |
| YTD | -33.8% | +148.5% | -182.3% | -54.4% |
| 1Y | -33.3% | +121.7% | -155.0% | -52.1% |
| 3Y | +102.7% | +172.9% | -70.2% | +28.8% |
| 5Y | +10.5% | +679.9% | -669.5% | -56.2% |
| All | +42.0% | +1,003.7% | -961.6% | -52.0% |
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