+1,116.6%
MPC vs SPY
+313.2%
+803.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | +31.0% | +0.1% | +30.9% | +30.8% |
| 3M | +46.0% | +2.0% | +44.0% | +41.8% |
| 6M | +77.3% | +13.0% | +64.3% | +50.8% |
| YTD | +141.9% | +13.5% | +128.4% | +104.3% |
| 1Y | +120.9% | +20.0% | +101.0% | +74.1% |
| 3Y | +182.7% | +77.2% | +105.5% | +34.4% |
| 5Y | +646.4% | +81.9% | +564.6% | +232.3% |
| All | +1,116.6% | +313.2% | +803.4% | +66.2% |
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