+1,079.5%
MPC vs SPG
+109.7%
+969.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | -16.2% | +4.9% | -21.1% | -18.4% |
| 30D | -15.7% | +15.6% | -31.3% | -22.0% |
| 3M | +24.9% | +4.1% | +20.8% | +21.8% |
| 6M | +52.7% | +13.6% | +39.1% | +41.5% |
| YTD | +131.9% | +27.5% | +104.3% | +100.6% |
| 1Y | +96.6% | +32.2% | +64.4% | +66.9% |
| 3Y | +163.8% | +126.0% | +37.8% | +65.8% |
| 5Y | +533.1% | +74.7% | +458.4% | +343.7% |
| All | +1,079.5% | +109.7% | +969.8% | +576.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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