+60.9%
MGPI vs SPY
+3,091.8%
-3,030.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -6.7% | +0.1% | -6.7% | -6.7% |
| 3M | +1.5% | +2.0% | -0.5% | -0.1% |
| 6M | -10.5% | +13.0% | -23.5% | -17.4% |
| YTD | -31.2% | +13.5% | -44.7% | -36.7% |
| 1Y | -41.4% | +20.0% | -61.4% | -48.0% |
| 3Y | -85.6% | +77.2% | -162.8% | -90.1% |
| 5Y | -74.9% | +81.9% | -156.7% | -83.0% |
| 10Y | -55.3% | +314.1% | -369.3% | -81.6% |
| All | +60.9% | +3,091.8% | -3,030.9% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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