+45.8%
MPC vs SPG
+14.5%
+31.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.1% | -4.3% |
| 7D | -12.8% | +5.0% | -17.8% | -11.0% |
| 30D | -12.7% | +12.3% | -25.0% | -9.0% |
| 3M | +27.1% | +1.9% | +25.2% | +28.3% |
| 6M | +45.8% | +14.4% | +31.4% | +56.9% |
| All | +45.8% | +14.5% | +31.3% | +56.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling