+237.4%
MP vs SPY
+159.1%
+78.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.4% | -1.6% | +1.0% |
| 7D | -19.0% | -4.7% | -14.2% | -12.5% |
| 30D | -30.5% | -5.9% | -24.6% | -23.3% |
| 3M | -29.6% | -4.5% | -25.0% | -23.8% |
| 6M | -50.4% | +1.8% | -52.2% | -51.1% |
| YTD | -33.2% | +8.3% | -41.5% | -39.7% |
| 1Y | -38.6% | +9.3% | -47.9% | -44.9% |
| 3Y | +105.5% | +74.9% | +30.6% | -14.9% |
| 5Y | -7.8% | +67.3% | -75.1% | -56.8% |
| All | +237.4% | +159.1% | +78.3% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling