+116.3%
MP vs SPG
+122.7%
-6.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.2% | -5.8% |
| 7D | -19.0% | +5.0% | -24.0% | -20.1% |
| 30D | -30.5% | +12.3% | -42.8% | -32.8% |
| 3M | -29.6% | +1.9% | -31.4% | -30.1% |
| 6M | -50.4% | +14.4% | -64.9% | -53.5% |
| YTD | -33.2% | +26.5% | -59.7% | -40.5% |
| 1Y | -38.6% | +30.7% | -69.3% | -46.3% |
| All | +116.3% | +122.7% | -6.4% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling