+277.5%
MP vs SPG
+399.8%
-122.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.0% | +4.6% | +5.7% |
| 7D | -1.6% | +5.1% | -6.7% | -3.9% |
| 30D | -18.2% | +16.8% | -35.0% | -24.2% |
| 3M | -26.1% | +5.7% | -31.8% | -28.3% |
| 6M | -44.0% | +17.8% | -61.8% | -49.2% |
| YTD | -25.3% | +30.1% | -55.4% | -36.0% |
| 1Y | -35.6% | +32.8% | -68.4% | -45.6% |
| 3Y | +147.1% | +137.2% | +9.8% | +48.8% |
| 5Y | -11.3% | +81.5% | -92.7% | -41.8% |
| All | +277.5% | +399.8% | -122.3% | +99.9% |
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