-9.3%
SSPC vs MPC
+54.1%
-63.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +4.6% | -16.5% | -10.8% |
| 7D | -13.9% | -9.4% | -4.5% | -14.2% |
| 30D | +14.3% | -14.3% | +28.6% | +13.8% |
| 3M | -35.2% | +31.1% | -66.3% | -22.2% |
| All | -9.3% | +54.1% | -63.4% | -6.0% |
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 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 · Available span rolling