+1,171.8%
MPC vs SPMO
+460.5%
+711.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.6% |
| 7D | +11.2% | +6.3% | +4.9% | +6.1% |
| 30D | -14.5% | -8.9% | -5.6% | -8.6% |
| 3M | +16.7% | -13.2% | +29.9% | +28.8% |
| 6M | +67.6% | -9.3% | +76.8% | +73.7% |
| YTD | +157.9% | +11.6% | +146.4% | +120.2% |
| 1Y | +116.7% | +13.4% | +103.3% | +81.9% |
| 3Y | +199.8% | +122.9% | +76.9% | +27.5% |
| 5Y | +604.4% | +113.9% | +490.5% | +211.6% |
| All | +1,171.8% | +460.5% | +711.2% | +211.8% |
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