+3,101.0%
MPC vs SPG
+287.3%
+2,813.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | +5.4% | -2.4% | +7.8% | +6.8% |
| 30D | +31.0% | -6.8% | +37.8% | +35.9% |
| 3M | +46.0% | +2.7% | +43.4% | +43.1% |
| 6M | +77.3% | +5.5% | +71.9% | +69.8% |
| YTD | +141.9% | +15.7% | +126.2% | +119.8% |
| 1Y | +120.9% | +20.9% | +100.0% | +95.3% |
| 3Y | +182.7% | +112.4% | +70.3% | +79.4% |
| 5Y | +646.4% | +101.4% | +545.1% | +370.4% |
| 10Y | +1,138.7% | +60.6% | +1,078.1% | +743.1% |
| All | +3,101.0% | +287.3% | +2,813.7% | +845.2% |
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