+1,106.2%
MPC vs SPG
+117.3%
+988.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +3.6% |
| 7D | -9.4% | +5.1% | -14.5% | -11.8% |
| 30D | -14.3% | +16.8% | -31.2% | -21.1% |
| 3M | +31.1% | +5.7% | +25.4% | +26.9% |
| 6M | +60.3% | +17.8% | +42.5% | +45.8% |
| YTD | +142.5% | +30.1% | +112.4% | +107.8% |
| 1Y | +104.6% | +32.8% | +71.8% | +73.4% |
| 3Y | +191.7% | +137.2% | +54.5% | +78.7% |
| 5Y | +549.2% | +81.5% | +467.8% | +346.1% |
| 10Y | +1,106.2% | +116.5% | +989.7% | +585.3% |
| All | +1,106.2% | +117.3% | +988.9% | +585.3% |
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