+3,109.1%
MPC vs SPXS
-100.0%
+3,209.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -7.0% | +11.6% | +1.8% |
| 7D | -9.4% | -1.5% | -7.9% | -9.6% |
| 30D | -14.3% | +9.6% | -23.9% | -10.7% |
| 3M | +31.1% | +8.5% | +22.6% | +36.1% |
| 6M | +60.3% | -5.8% | +66.0% | +57.7% |
| YTD | +142.5% | -25.4% | +167.9% | +117.7% |
| 1Y | +104.6% | -28.8% | +133.4% | +80.6% |
| 3Y | +191.7% | -80.9% | +272.6% | +63.9% |
| 5Y | +549.2% | -83.1% | +632.3% | +309.2% |
| 10Y | +1,106.2% | -99.5% | +1,205.7% | +156.8% |
| All | +3,109.1% | -100.0% | +3,209.0% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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