+58.1%
MP vs SPG
+102.5%
-44.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.0% |
| 7D | -2.9% | -2.4% | -0.5% | -1.4% |
| 30D | +13.8% | -6.8% | +20.7% | +18.7% |
| 3M | -16.7% | +2.7% | -19.4% | -20.0% |
| 6M | -11.5% | +5.5% | -16.9% | -16.8% |
| YTD | +7.9% | +15.7% | -7.8% | -5.8% |
| 1Y | -15.0% | +20.9% | -35.9% | -29.1% |
| 3Y | +153.5% | +112.4% | +41.1% | +25.7% |
| All | +58.1% | +102.5% | -44.4% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling