+264.6%
MP vs SPMO
+217.0%
+47.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.2% | -2.0% |
| 7D | -3.6% | -2.6% | -1.0% | -0.6% |
| 30D | -21.0% | -14.2% | -6.7% | -5.2% |
| 3M | -33.3% | -12.7% | -20.6% | -21.7% |
| 6M | -45.9% | -9.6% | -36.4% | -39.0% |
| YTD | -27.8% | +9.3% | -37.1% | -34.7% |
| 1Y | -43.2% | +8.2% | -51.4% | -47.7% |
| 3Y | +144.0% | +119.4% | +24.7% | -10.9% |
| 5Y | -6.1% | +112.5% | -118.6% | -63.8% |
| All | +264.6% | +217.0% | +47.6% | +10.3% |
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