+274.5%
MP vs SPG
+401.1%
-126.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.4% | +2.2% |
| 7D | +11.0% | +3.1% | +7.9% | +9.4% |
| 30D | -11.7% | +16.4% | -28.2% | -18.0% |
| 3M | -30.8% | +7.1% | -37.8% | -33.2% |
| 6M | -42.9% | +16.1% | -59.0% | -47.8% |
| YTD | -25.9% | +30.4% | -56.3% | -36.6% |
| 1Y | -37.3% | +33.0% | -70.3% | -47.0% |
| 3Y | +150.7% | +134.6% | +16.0% | +51.9% |
| 5Y | -19.3% | +84.9% | -104.2% | -47.4% |
| All | +274.5% | +401.1% | -126.6% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling