-61.3%
MPG vs SPY
+12.6%
-73.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.8% | -1.9% |
| 7D | -1.8% | -0.4% | -1.5% | -0.6% |
| 30D | -4.6% | -1.4% | -3.2% | +2.7% |
| 3M | -13.2% | +3.7% | -16.9% | -25.3% |
| 6M | -41.2% | +13.0% | -54.2% | -64.6% |
| YTD | -26.0% | +12.4% | -38.4% | -55.1% |
| All | -61.3% | +12.6% | -73.8% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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