+944.6%
MPC vs SPMO
+459.7%
+484.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -2.4% |
| 7D | -16.2% | -8.7% | -7.5% | -10.3% |
| 30D | -15.7% | -18.7% | +3.0% | -2.0% |
| 3M | +24.9% | -16.4% | +41.3% | +41.6% |
| 6M | +52.7% | -11.9% | +64.5% | +61.2% |
| YTD | +131.9% | +4.9% | +127.0% | +108.0% |
| 1Y | +96.6% | +6.2% | +90.4% | +74.1% |
| 3Y | +163.8% | +115.1% | +48.7% | +16.6% |
| 5Y | +533.1% | +102.2% | +430.9% | +197.0% |
| 10Y | +1,118.6% | +422.3% | +696.3% | +186.8% |
| All | +944.6% | +459.7% | +484.9% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling