+3,101.0%
MPC vs SPXS
-100.0%
+3,201.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.8% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | +31.0% | +0.8% | +30.1% | +31.4% |
| 3M | +46.0% | -4.7% | +50.7% | +43.8% |
| 6M | +77.3% | -29.6% | +106.9% | +54.1% |
| YTD | +141.9% | -29.8% | +171.7% | +110.8% |
| 1Y | +120.9% | -38.9% | +159.9% | +83.0% |
| 3Y | +182.7% | -79.6% | +262.3% | +63.9% |
| 5Y | +646.4% | -85.9% | +732.4% | +333.9% |
| 10Y | +1,138.7% | -99.5% | +1,238.3% | +158.1% |
| All | +3,101.0% | -100.0% | +3,201.0% | +171.6% |
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