+167.0%
MPC vs SPG
+122.7%
+44.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.1% | -3.7% |
| 7D | -12.8% | +5.0% | -17.8% | -14.2% |
| 30D | -12.7% | +12.3% | -25.0% | -16.1% |
| 3M | +27.1% | +1.9% | +25.2% | +26.2% |
| 6M | +45.8% | +14.4% | +31.4% | +37.9% |
| YTD | +134.7% | +26.5% | +108.2% | +110.9% |
| 1Y | +106.0% | +30.7% | +75.4% | +82.2% |
| All | +167.0% | +122.7% | +44.3% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling