+1,098.3%
MPC vs SPG
+117.2%
+981.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | -8.8% | +5.6% | -14.4% | -11.4% |
| 30D | -14.4% | +17.6% | -32.0% | -21.4% |
| 3M | +21.9% | +7.5% | +14.5% | +17.1% |
| 6M | +60.1% | +18.5% | +41.6% | +45.2% |
| YTD | +142.3% | +30.9% | +111.4% | +106.9% |
| 1Y | +101.7% | +34.1% | +67.6% | +70.1% |
| 3Y | +184.8% | +135.5% | +49.3% | +75.1% |
| 5Y | +564.6% | +86.5% | +478.1% | +349.9% |
| 10Y | +1,098.3% | +116.1% | +982.2% | +578.2% |
| All | +1,098.3% | +117.2% | +981.1% | +578.2% |
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