+237.4%
MP vs SPG
+386.0%
-148.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.2% | -5.6% |
| 7D | -19.0% | +5.0% | -24.0% | -20.9% |
| 30D | -30.5% | +12.3% | -42.8% | -34.3% |
| 3M | -29.6% | +1.9% | -31.4% | -30.4% |
| 6M | -50.4% | +14.4% | -64.9% | -54.4% |
| YTD | -33.2% | +26.5% | -59.7% | -42.1% |
| 1Y | -38.6% | +30.7% | -69.3% | -47.7% |
| 3Y | +105.5% | +122.6% | -17.1% | +27.7% |
| 5Y | -7.8% | +73.3% | -81.2% | -38.5% |
| All | +237.4% | +386.0% | -148.6% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling