-39.2%
MP vs SPCH
-59.6%
+20.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +16.8% | -11.9% | +2.6% |
| 7D | -10.5% | -3.0% | -7.5% | -10.4% |
| 30D | -23.5% | -39.8% | +16.3% | -19.3% |
| 3M | -25.4% | +16.8% | -42.3% | -28.3% |
| All | -39.2% | -59.6% | +20.4% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 SPCH 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 · Available span rolling