+173.4%
MPC vs SPMO
+162.3%
+11.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | +5.4% | +2.0% | +3.4% | +4.7% |
| 30D | +31.0% | -0.4% | +31.3% | +31.0% |
| 3M | +46.0% | -1.9% | +47.9% | +45.7% |
| 6M | +77.3% | +25.0% | +52.3% | +57.3% |
| YTD | +141.9% | +26.0% | +115.9% | +113.4% |
| 1Y | +120.9% | +28.7% | +92.2% | +92.3% |
| All | +173.4% | +162.3% | +11.1% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling