+453.7%
MP vs SPYG
+185.5%
+268.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.1% |
| 7D | +3.0% | +1.2% | +1.8% | +1.5% |
| 30D | +8.3% | -1.6% | +9.9% | +10.5% |
| 3M | -3.8% | +3.4% | -7.2% | -6.9% |
| 6M | -4.9% | +18.9% | -23.8% | -21.2% |
| YTD | +9.6% | +13.8% | -4.2% | -4.3% |
| 1Y | -11.7% | +20.6% | -32.3% | -27.7% |
| 3Y | +158.5% | +100.5% | +58.0% | +10.1% |
| 5Y | +68.9% | +84.6% | -15.7% | -17.2% |
| All | +453.7% | +185.5% | +268.2% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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