+117.2%
MPC vs SPYG
+10.8%
+106.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.3% | -9.4% | -7.7% |
| 7D | -10.9% | -2.8% | -8.1% | -11.6% |
| 30D | -9.4% | -6.2% | -3.2% | -11.1% |
| 3M | +26.0% | -3.6% | +29.5% | +24.8% |
| 6M | +56.5% | +4.8% | +51.7% | +59.4% |
| YTD | +144.3% | +11.0% | +133.3% | +154.0% |
| 1Y | +117.2% | +11.2% | +106.0% | +126.6% |
| All | +117.2% | +10.8% | +106.4% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling