+254.1%
MP vs SPYG
+164.7%
+89.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +3.8% |
| 7D | -10.5% | -3.6% | -6.9% | -6.5% |
| 30D | -23.5% | -11.2% | -12.4% | -11.6% |
| 3M | -25.4% | -8.1% | -17.4% | -17.1% |
| 6M | -51.3% | -3.3% | -48.0% | -48.6% |
| YTD | -29.9% | +5.5% | -35.4% | -32.8% |
| 1Y | -31.8% | +7.0% | -38.8% | -35.2% |
| 3Y | +127.0% | +89.5% | +37.5% | +3.5% |
| 5Y | -3.3% | +63.3% | -66.6% | -45.6% |
| All | +254.1% | +164.7% | +89.4% | +45.6% |
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