-20.3%
MPL vs SPY
+16.4%
-36.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +1.2% |
| 7D | 0.0% | +0.1% | -0.1% | -0.5% |
| 30D | +56.7% | +3.6% | +53.1% | +43.2% |
| 3M | -30.6% | +2.0% | -32.6% | -33.2% |
| 6M | +94.5% | +13.0% | +81.5% | +74.9% |
| YTD | +153.2% | +13.5% | +139.6% | +119.6% |
| All | -20.3% | +16.4% | -36.6% | -36.4% |
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