+127.0%
MP vs SPG
+124.5%
+2.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.7% |
| 7D | -10.5% | +4.9% | -15.4% | -11.7% |
| 30D | -23.5% | +15.6% | -39.1% | -26.8% |
| 3M | -25.4% | +4.1% | -29.5% | -26.4% |
| 6M | -51.3% | +13.6% | -64.8% | -54.1% |
| YTD | -29.9% | +27.5% | -57.5% | -37.7% |
| 1Y | -31.8% | +32.2% | -64.1% | -40.6% |
| 3Y | +127.0% | +126.0% | +1.0% | +4.2% |
| All | +127.0% | +124.5% | +2.4% | +4.2% |
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 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