+37.3%
SOFI vs MPC
+977.3%
-940.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.6% | -1.3% | +1.9% |
| 7D | +0.9% | -9.4% | +10.3% | +3.8% |
| 30D | +6.0% | -14.3% | +20.3% | +10.1% |
| 3M | -8.9% | +31.1% | -40.0% | -18.9% |
| 6M | +6.3% | +60.3% | -53.9% | -12.7% |
| YTD | -36.0% | +142.5% | -178.5% | -56.4% |
| 1Y | -40.6% | +104.6% | -145.2% | -56.6% |
| 3Y | +144.5% | +191.7% | -47.2% | +48.8% |
| 5Y | -24.3% | +549.2% | -573.6% | -68.0% |
| All | +37.3% | +977.3% | -940.0% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling