+445.3%
MP vs SPYG
+186.9%
+258.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.6% |
| 7D | -2.9% | +0.4% | -3.2% | -3.3% |
| 30D | +13.8% | -0.4% | +14.3% | +14.6% |
| 3M | -16.7% | +0.5% | -17.2% | -16.4% |
| 6M | -11.5% | +17.5% | -29.0% | -25.6% |
| YTD | +7.9% | +14.3% | -6.4% | -6.3% |
| 1Y | -15.0% | +21.7% | -36.7% | -31.1% |
| 3Y | +153.5% | +98.6% | +54.9% | +9.4% |
| 5Y | +58.7% | +85.1% | -26.4% | -22.5% |
| All | +445.3% | +186.9% | +258.4% | +102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling