+254.1%
MP vs SPG
+390.0%
-135.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.6% |
| 7D | -10.5% | +4.9% | -15.4% | -12.6% |
| 30D | -23.5% | +15.6% | -39.1% | -28.8% |
| 3M | -25.4% | +4.1% | -29.5% | -27.1% |
| 6M | -51.3% | +13.6% | -64.8% | -55.0% |
| YTD | -29.9% | +27.5% | -57.5% | -39.5% |
| 1Y | -31.8% | +32.2% | -64.1% | -42.3% |
| 3Y | +127.0% | +126.0% | +1.0% | +40.0% |
| 5Y | -3.3% | +74.7% | -78.0% | -35.6% |
| All | +254.1% | +390.0% | -135.9% | +89.2% |
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