+1,174.7%
MPC vs SPG
+59.6%
+1,115.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +1.7% |
| 7D | +3.2% | -1.7% | +4.9% | +4.1% |
| 30D | +25.0% | -6.3% | +31.3% | +29.1% |
| 3M | +55.2% | -2.4% | +57.6% | +56.4% |
| 6M | +86.4% | +9.6% | +76.8% | +75.3% |
| YTD | +148.5% | +14.2% | +134.3% | +128.3% |
| 1Y | +121.7% | +19.3% | +102.4% | +98.5% |
| 3Y | +172.9% | +106.7% | +66.2% | +79.7% |
| 5Y | +679.9% | +104.2% | +575.7% | +399.4% |
| 10Y | +1,174.7% | +63.7% | +1,111.0% | +713.6% |
| All | +1,174.7% | +59.6% | +1,115.1% | +713.6% |
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