-6.1%
MP vs SPG
+83.5%
-89.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +1.3% |
| 7D | -3.6% | +5.6% | -9.2% | -6.9% |
| 30D | -21.0% | +17.6% | -38.6% | -28.8% |
| 3M | -33.3% | +7.5% | -40.8% | -36.5% |
| 6M | -45.9% | +18.5% | -64.5% | -52.9% |
| YTD | -27.8% | +30.9% | -58.8% | -42.0% |
| 1Y | -43.2% | +34.1% | -77.3% | -55.3% |
| 3Y | +144.0% | +135.5% | +8.5% | +10.6% |
| 5Y | -6.1% | +86.5% | -92.6% | -50.5% |
| All | -6.1% | +83.5% | -89.6% | -50.5% |
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 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