+163.8%
MPC vs SPYG
+90.1%
+73.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -16.2% | -3.6% | -12.5% | -15.2% |
| 30D | -15.7% | -11.2% | -4.6% | -12.6% |
| 3M | +24.9% | -8.1% | +33.0% | +27.9% |
| 6M | +52.7% | -3.3% | +55.9% | +52.8% |
| YTD | +131.9% | +5.5% | +126.3% | +123.0% |
| 1Y | +96.6% | +7.0% | +89.7% | +87.5% |
| 3Y | +163.8% | +89.5% | +74.3% | +72.8% |
| All | +163.8% | +90.1% | +73.7% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling