+121.7%
MPC vs SPYG
+20.0%
+101.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.3% |
| 7D | +3.2% | +0.3% | +2.9% | +3.3% |
| 30D | +25.0% | -1.7% | +26.7% | +24.7% |
| 3M | +55.2% | +3.6% | +51.5% | +56.1% |
| 6M | +86.4% | +16.6% | +69.8% | +92.1% |
| YTD | +148.5% | +13.4% | +135.1% | +155.7% |
| 1Y | +121.7% | +19.6% | +102.1% | +136.9% |
| All | +121.7% | +20.0% | +101.7% | +136.9% |
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