-6.8%
SSPC vs MPC
+63.1%
-69.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.8% | +0.2% |
| 7D | -25.1% | +9.4% | -34.5% | -23.4% |
| 30D | +9.4% | -13.4% | +22.8% | +9.6% |
| 3M | -15.5% | +18.9% | -34.4% | -4.9% |
| All | -6.8% | +63.1% | -69.9% | -2.1% |
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 · Available span rolling