+3,005.7%
MPC vs SPG
+323.5%
+2,682.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.1% | -3.5% |
| 7D | -12.8% | +5.0% | -17.8% | -15.2% |
| 30D | -12.7% | +12.3% | -25.0% | -18.3% |
| 3M | +27.1% | +1.9% | +25.2% | +25.1% |
| 6M | +45.8% | +14.4% | +31.4% | +33.9% |
| YTD | +134.7% | +26.5% | +108.2% | +102.4% |
| 1Y | +106.0% | +30.7% | +75.4% | +74.5% |
| 3Y | +165.5% | +122.6% | +42.9% | +64.2% |
| 5Y | +540.9% | +73.3% | +467.6% | +342.3% |
| 10Y | +1,133.6% | +111.1% | +1,022.5% | +599.7% |
| All | +3,005.7% | +323.5% | +2,682.2% | +770.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling