+254.1%
MP vs SPY
+159.9%
+94.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.4% |
| 7D | -10.5% | -2.7% | -7.8% | -6.6% |
| 30D | -23.5% | -5.4% | -18.1% | -16.4% |
| 3M | -25.4% | -4.1% | -21.3% | -19.9% |
| 6M | -51.3% | +0.7% | -52.0% | -51.1% |
| YTD | -29.9% | +8.7% | -38.6% | -37.0% |
| 1Y | -31.8% | +10.9% | -42.7% | -40.2% |
| 3Y | +127.0% | +75.0% | +52.0% | -6.0% |
| 5Y | -3.3% | +67.8% | -71.1% | -54.9% |
| All | +254.1% | +159.9% | +94.2% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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