+1,171.8%
MPC vs SPYG
+393.2%
+778.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.1% |
| 7D | +11.2% | +2.3% | +8.9% | +9.3% |
| 30D | -14.5% | -6.5% | -8.0% | -10.3% |
| 3M | +16.7% | -6.8% | +23.5% | +22.4% |
| 6M | +67.6% | -3.1% | +70.7% | +68.8% |
| YTD | +157.9% | +8.0% | +149.9% | +134.5% |
| 1Y | +116.7% | +10.2% | +106.4% | +93.2% |
| 3Y | +199.8% | +91.0% | +108.8% | +58.0% |
| 5Y | +604.4% | +67.7% | +536.7% | +310.6% |
| All | +1,171.8% | +393.2% | +778.6% | +105.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling