+1,079.5%
MPC vs SPY
+312.9%
+766.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.6% |
| 7D | -16.2% | -2.7% | -13.5% | -13.8% |
| 30D | -15.7% | -5.4% | -10.3% | -10.7% |
| 3M | +24.9% | -4.1% | +29.0% | +30.0% |
| 6M | +52.7% | +0.7% | +51.9% | +49.1% |
| YTD | +131.9% | +8.7% | +123.2% | +104.6% |
| 1Y | +96.6% | +10.9% | +85.8% | +69.2% |
| 3Y | +163.8% | +75.0% | +88.8% | +26.6% |
| 5Y | +533.1% | +67.8% | +465.3% | +212.6% |
| All | +1,079.5% | +312.9% | +766.6% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling