+113.2%
MPC vs SPYG
+8.1%
+105.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.4% |
| 7D | +9.4% | +4.2% | +5.2% | +10.3% |
| 30D | -13.4% | -7.4% | -6.0% | -15.4% |
| 3M | +18.9% | -5.3% | +24.2% | +17.1% |
| 6M | +64.9% | -1.2% | +66.1% | +64.7% |
| YTD | +156.8% | +9.0% | +147.8% | +165.1% |
| 1Y | +113.2% | +8.8% | +104.4% | +121.1% |
| All | +113.2% | +8.1% | +105.1% | +121.1% |
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