+5.2%
SSPC vs MPC
+55.2%
-50.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -8.1% | +15.9% | +7.0% |
| 7D | +11.8% | -10.9% | +22.7% | +10.9% |
| 30D | +44.7% | -9.4% | +54.1% | +45.5% |
| 3M | -40.7% | +26.0% | -66.7% | -29.8% |
| All | +5.2% | +55.2% | -50.0% | +8.7% |
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 · Available span rolling