+1,174.7%
MPC vs SPMO
+526.3%
+648.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +3.2% | +2.7% | +0.5% | +1.1% |
| 30D | +25.0% | +1.1% | +24.0% | +23.8% |
| 3M | +55.2% | +2.0% | +53.1% | +49.1% |
| 6M | +86.4% | +26.5% | +59.9% | +46.1% |
| YTD | +148.5% | +26.5% | +122.0% | +94.2% |
| 1Y | +121.7% | +27.9% | +93.8% | +70.9% |
| 3Y | +172.9% | +160.4% | +12.5% | +2.9% |
| 5Y | +679.9% | +151.5% | +528.4% | +205.0% |
| 10Y | +1,174.7% | +526.3% | +648.4% | +167.8% |
| All | +1,174.7% | +526.3% | +648.4% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling