-32.6%
MP vs SPG
+33.2%
-65.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.3% |
| 7D | +9.5% | +2.0% | +7.5% | +10.6% |
| 30D | -3.0% | +17.2% | -20.2% | +6.2% |
| 3M | -30.4% | +6.3% | -36.7% | -28.6% |
| 6M | -39.2% | +18.7% | -57.9% | -35.5% |
| YTD | -23.3% | +30.1% | -53.4% | -11.3% |
| 1Y | -32.6% | +32.8% | -65.4% | -19.6% |
| All | -32.6% | +33.2% | -65.8% | -19.6% |
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