+159.3%
MP vs SPYG
+91.6%
+67.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +4.5% |
| 7D | +9.5% | +2.3% | +7.1% | +6.7% |
| 30D | -3.0% | -6.5% | +3.5% | +4.5% |
| 3M | -30.4% | -6.8% | -23.5% | -24.4% |
| 6M | -39.2% | -3.1% | -36.0% | -36.1% |
| YTD | -23.3% | +8.0% | -31.3% | -27.5% |
| 1Y | -32.6% | +10.2% | -42.9% | -37.2% |
| 3Y | +159.3% | +91.0% | +68.3% | +30.5% |
| All | +159.3% | +91.6% | +67.6% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling