-40.7%
MP vs SPG
+33.6%
-74.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.8% |
| 7D | +2.3% | +2.7% | -0.5% | +3.6% |
| 30D | -15.3% | +16.6% | -31.8% | -7.8% |
| 3M | -33.5% | +8.1% | -41.6% | -31.2% |
| 6M | -45.5% | +19.3% | -64.9% | -42.1% |
| YTD | -27.3% | +31.1% | -58.4% | -16.5% |
| 1Y | -40.7% | +32.8% | -73.5% | -30.4% |
| All | -40.7% | +33.6% | -74.3% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling