+453.7%
MP vs SPMO
+267.4%
+186.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +0.9% |
| 7D | +3.0% | +3.4% | -0.4% | -1.0% |
| 30D | +8.3% | +0.5% | +7.8% | +7.6% |
| 3M | -3.8% | +1.9% | -5.7% | -6.0% |
| 6M | -4.9% | +27.8% | -32.7% | -28.6% |
| YTD | +9.6% | +26.7% | -17.1% | -16.7% |
| 1Y | -11.7% | +28.9% | -40.6% | -33.7% |
| 3Y | +158.5% | +160.7% | -2.2% | -23.6% |
| 5Y | +68.9% | +150.2% | -81.3% | -46.0% |
| All | +453.7% | +267.4% | +186.3% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling