+642.2%
MPC vs SPG
+102.5%
+539.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +5.4% | -2.4% | +7.8% | +6.4% |
| 30D | +31.0% | -6.8% | +37.8% | +34.5% |
| 3M | +46.0% | +2.7% | +43.4% | +43.7% |
| 6M | +77.3% | +5.5% | +71.9% | +71.7% |
| YTD | +141.9% | +15.7% | +126.2% | +124.5% |
| 1Y | +120.9% | +20.9% | +100.0% | +100.5% |
| 3Y | +182.7% | +112.4% | +70.3% | +98.7% |
| All | +642.2% | +102.5% | +539.7% | +402.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling