+1,171.8%
MPC vs SPG
+113.9%
+1,057.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +11.2% | +2.0% | +9.3% | +10.2% |
| 30D | -14.5% | +17.2% | -31.7% | -21.4% |
| 3M | +16.7% | +6.3% | +10.4% | +12.6% |
| 6M | +67.6% | +18.7% | +48.9% | +51.9% |
| YTD | +157.9% | +30.1% | +127.8% | +121.0% |
| 1Y | +116.7% | +32.8% | +83.9% | +83.6% |
| 3Y | +199.8% | +133.6% | +66.2% | +85.1% |
| 5Y | +604.4% | +84.4% | +520.0% | +379.6% |
| All | +1,171.8% | +113.9% | +1,057.8% | +624.5% |
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