+991.7%
MPC vs SPMO
+483.2%
+508.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | -8.8% | -2.6% | -6.2% | -7.1% |
| 30D | -14.4% | -14.2% | -0.2% | -4.3% |
| 3M | +21.9% | -12.7% | +34.6% | +33.8% |
| 6M | +60.1% | -9.6% | +69.7% | +66.2% |
| YTD | +142.3% | +9.3% | +133.0% | +110.8% |
| 1Y | +101.7% | +8.2% | +93.5% | +76.6% |
| 3Y | +184.8% | +119.4% | +65.4% | +24.7% |
| 5Y | +564.6% | +112.5% | +452.1% | +199.8% |
| 10Y | +1,098.3% | +449.2% | +649.1% | +172.4% |
| All | +991.7% | +483.2% | +508.5% | +138.7% |
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