+16.4%
SOFI vs MPC
+655.4%
-639.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.4% | -1.9% |
| 7D | +5.6% | +3.9% | +1.8% | +4.3% |
| 30D | -2.0% | +33.8% | -35.8% | -11.6% |
| 3M | +9.2% | +49.9% | -40.7% | -5.9% |
| 6M | -4.7% | +80.9% | -85.6% | -24.8% |
| YTD | -31.2% | +147.4% | -178.6% | -52.4% |
| 1Y | -30.6% | +123.2% | -153.8% | -50.2% |
| 3Y | +110.6% | +171.7% | -61.1% | +33.9% |
| 5Y | +16.4% | +678.6% | -662.1% | -60.0% |
| All | +16.4% | +655.4% | -639.0% | -60.0% |
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 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