+267.3%
MP vs SPYG
+174.2%
+93.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -1.3% |
| 7D | +2.3% | -1.5% | +3.8% | +4.3% |
| 30D | -15.3% | -7.2% | -8.1% | -7.1% |
| 3M | -33.5% | -4.6% | -28.9% | -29.3% |
| 6M | -45.5% | -1.2% | -44.3% | -43.9% |
| YTD | -27.3% | +9.3% | -36.6% | -33.1% |
| 1Y | -40.7% | +8.8% | -49.6% | -44.9% |
| 3Y | +145.9% | +93.3% | +52.5% | +9.8% |
| 5Y | -13.9% | +71.7% | -85.6% | -54.3% |
| All | +267.3% | +174.2% | +93.1% | +44.9% |
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