+3,005.7%
MPC vs SPY
+645.9%
+2,359.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.4% | +0.5% | +1.4% |
| 7D | -12.8% | -4.7% | -8.0% | -7.8% |
| 30D | -12.7% | -5.9% | -6.8% | -6.5% |
| 3M | +27.1% | -4.5% | +31.6% | +33.3% |
| 6M | +45.8% | +1.8% | +44.0% | +40.1% |
| YTD | +134.7% | +8.3% | +126.4% | +106.3% |
| 1Y | +106.0% | +9.3% | +96.7% | +78.6% |
| 3Y | +165.5% | +74.9% | +90.6% | +23.2% |
| 5Y | +540.9% | +67.3% | +473.6% | +204.4% |
| 10Y | +1,133.6% | +311.6% | +822.1% | +75.4% |
| All | +3,005.7% | +645.9% | +2,359.8% | +95.1% |
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