-11.7%
MP vs SPYG
+20.7%
-32.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.4% |
| 7D | +3.0% | +1.2% | +1.8% | +0.8% |
| 30D | +8.3% | -1.6% | +9.9% | +11.3% |
| 3M | -3.8% | +3.4% | -7.2% | -8.7% |
| 6M | -4.9% | +18.9% | -23.8% | -27.3% |
| YTD | +9.6% | +13.8% | -4.2% | -11.3% |
| 1Y | -11.7% | +20.6% | -32.3% | -32.4% |
| All | -11.7% | +20.7% | -32.4% | -32.4% |
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