+148.8%
MPB vs SPY
+312.9%
-164.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.2% |
| 7D | +2.2% | -2.7% | +4.9% | +4.8% |
| 30D | -2.9% | -5.4% | +2.5% | +2.3% |
| 3M | -8.2% | -4.1% | -4.1% | -4.6% |
| 6M | +6.6% | +0.7% | +5.9% | +5.2% |
| YTD | +14.2% | +8.7% | +5.5% | +4.4% |
| 1Y | +23.7% | +10.9% | +12.8% | +10.7% |
| 3Y | +87.4% | +75.0% | +12.4% | +5.4% |
| 5Y | +32.8% | +67.8% | -35.0% | -23.3% |
| All | +148.8% | +312.9% | -164.1% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling