-38.5%
MP vs SPYG
+8.4%
-46.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -2.2% |
| 7D | +2.3% | -1.5% | +3.8% | +4.9% |
| 30D | -15.3% | -7.2% | -8.1% | -3.2% |
| 3M | -33.5% | -4.6% | -28.9% | -27.6% |
| 6M | -45.5% | -1.2% | -44.3% | -43.9% |
| YTD | -27.3% | +9.3% | -36.6% | -38.0% |
| All | -38.5% | +8.4% | -46.9% | -46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling