+3,215.7%
MPC vs SPY
+673.2%
+2,542.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +1.8% |
| 7D | +2.6% | -0.9% | +3.5% | +3.8% |
| 30D | -12.2% | -2.4% | -9.8% | -10.0% |
| 3M | +20.1% | -1.2% | +21.2% | +20.9% |
| 6M | +60.6% | +3.3% | +57.3% | +52.0% |
| YTD | +150.6% | +12.3% | +138.3% | +111.1% |
| 1Y | +104.7% | +12.4% | +92.2% | +71.9% |
| 3Y | +194.5% | +78.8% | +115.7% | +33.3% |
| 5Y | +582.3% | +75.2% | +507.1% | +205.9% |
| 10Y | +1,135.3% | +311.1% | +824.2% | +77.3% |
| All | +3,215.7% | +673.2% | +2,542.6% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling