+3,106.3%
MPC vs SPYG
+849.2%
+2,257.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.7% |
| 7D | -8.8% | -1.9% | -6.9% | -7.4% |
| 30D | -14.4% | -9.2% | -5.2% | -7.1% |
| 3M | +21.9% | -6.8% | +28.7% | +28.8% |
| 6M | +60.1% | -2.6% | +62.7% | +60.4% |
| YTD | +142.3% | +7.5% | +134.8% | +117.6% |
| 1Y | +101.7% | +6.7% | +95.0% | +82.0% |
| 3Y | +184.8% | +90.1% | +94.7% | +37.5% |
| 5Y | +564.6% | +69.2% | +495.4% | +246.9% |
| 10Y | +1,098.3% | +391.9% | +706.5% | +57.4% |
| All | +3,106.3% | +849.2% | +2,257.1% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling