+254.1%
MP vs SPMO
+204.2%
+49.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +3.0% |
| 7D | -10.5% | -8.7% | -1.8% | -0.4% |
| 30D | -23.5% | -18.7% | -4.9% | -2.2% |
| 3M | -25.4% | -16.4% | -9.0% | -7.7% |
| 6M | -51.3% | -11.9% | -39.4% | -43.4% |
| YTD | -29.9% | +4.9% | -34.8% | -33.4% |
| 1Y | -31.8% | +6.2% | -38.0% | -35.6% |
| 3Y | +127.0% | +115.1% | +11.9% | -15.6% |
| 5Y | -3.3% | +102.2% | -105.5% | -60.5% |
| All | +254.1% | +204.2% | +49.9% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling