+678.6%
MPC vs SPYG
+84.3%
+594.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.5% |
| 7D | +3.9% | +1.2% | +2.7% | +3.3% |
| 30D | +33.8% | -1.6% | +35.3% | +34.5% |
| 3M | +49.9% | +3.4% | +46.5% | +47.2% |
| 6M | +80.9% | +18.9% | +62.0% | +65.7% |
| YTD | +147.4% | +13.8% | +133.6% | +131.0% |
| 1Y | +123.2% | +20.6% | +102.6% | +102.1% |
| 3Y | +171.7% | +100.5% | +71.2% | +88.5% |
| 5Y | +678.6% | +84.6% | +594.0% | +445.0% |
| All | +678.6% | +84.3% | +594.3% | +445.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling