+445.3%
MP vs SPG
+344.5%
+100.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.9% |
| 7D | -2.9% | -2.4% | -0.5% | -1.7% |
| 30D | +13.8% | -6.8% | +20.7% | +17.6% |
| 3M | -16.7% | +2.7% | -19.4% | -19.0% |
| 6M | -11.5% | +5.5% | -16.9% | -15.3% |
| YTD | +7.9% | +15.7% | -7.8% | -2.1% |
| 1Y | -15.0% | +20.9% | -35.9% | -25.4% |
| 3Y | +153.5% | +112.4% | +41.1% | +61.2% |
| 5Y | +58.7% | +101.4% | -42.7% | +2.8% |
| All | +445.3% | +344.5% | +100.8% | +205.9% |
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