+112.6%
SOFI vs MPC
+177.6%
-65.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +0.9% | +5.4% | -4.6% | -0.8% |
| 30D | -0.2% | +31.0% | -31.1% | -8.8% |
| 3M | +6.2% | +46.0% | -39.8% | -7.0% |
| 6M | -2.6% | +77.3% | -79.9% | -22.4% |
| YTD | -30.4% | +141.9% | -172.3% | -52.2% |
| 1Y | -28.2% | +120.9% | -149.1% | -48.9% |
| All | +112.6% | +177.6% | -65.0% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling