-61.5%
MPLT vs SPY
+12.1%
-73.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.1% |
| 7D | +13.7% | +3.3% | +10.4% | +10.1% |
| 30D | -10.2% | -2.7% | -7.5% | -7.9% |
| 3M | -37.9% | -1.7% | -36.1% | -36.8% |
| 6M | -76.7% | +3.1% | -79.8% | -77.5% |
| YTD | -59.7% | +11.9% | -71.6% | -65.2% |
| 1Y | -51.1% | +12.0% | -63.1% | -58.1% |
| All | -61.5% | +12.1% | -73.5% | -67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling