-32.6%
SOFI vs MPC
+118.0%
-150.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.7% |
| 7D | -7.0% | +1.2% | -8.2% | -7.0% |
| 30D | -4.3% | +17.0% | -21.2% | -4.5% |
| 3M | +8.4% | +49.5% | -41.0% | +7.3% |
| 6M | -5.9% | +83.5% | -89.4% | -11.1% |
| YTD | -34.3% | +144.1% | -178.4% | -42.8% |
| 1Y | -32.6% | +119.6% | -152.2% | -38.1% |
| All | -32.6% | +118.0% | -150.6% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling