+191.7%
MPC vs SPG
+132.9%
+58.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +4.0% |
| 7D | -9.4% | +5.1% | -14.5% | -10.8% |
| 30D | -14.3% | +16.8% | -31.2% | -18.6% |
| 3M | +31.1% | +5.7% | +25.4% | +28.8% |
| 6M | +60.3% | +17.8% | +42.5% | +50.4% |
| YTD | +142.5% | +30.1% | +112.4% | +116.3% |
| 1Y | +104.6% | +32.8% | +71.8% | +80.6% |
| 3Y | +191.7% | +137.2% | +54.5% | +90.3% |
| All | +191.7% | +132.9% | +58.8% | +90.3% |
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 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