-59.4%
MPLT vs SPY
+11.0%
-70.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.6% |
| 7D | +9.3% | -0.6% | +9.8% | +10.1% |
| 30D | -15.7% | -3.7% | -12.1% | -12.6% |
| 3M | -38.9% | -2.7% | -36.2% | -37.2% |
| 6M | -72.8% | +2.2% | -75.0% | -73.6% |
| YTD | -57.6% | +10.8% | -68.5% | -63.0% |
| 1Y | -51.7% | +11.2% | -62.9% | -58.1% |
| All | -59.4% | +11.0% | -70.5% | -65.0% |
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 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