-23.9%
MPLT vs SPY
+13.1%
-37.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.8% |
| 7D | +4.8% | +0.5% | +4.3% | +4.2% |
| 30D | +14.6% | -0.9% | +15.6% | +15.6% |
| 3M | -52.6% | +3.9% | -56.5% | -54.9% |
| 6M | -24.6% | +14.5% | -39.2% | -36.7% |
| YTD | -20.6% | +12.9% | -33.5% | -32.0% |
| All | -23.9% | +13.1% | -37.1% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling