+27.1%
MPLY vs SPY
+29.4%
-2.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.4% | -0.2% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -5.3% | -3.3% | -2.0% | -1.2% |
| 3M | -2.5% | -2.4% | -0.1% | +0.5% |
| 6M | -2.0% | +2.6% | -4.6% | -4.7% |
| YTD | +5.6% | +11.2% | -5.7% | -6.7% |
| 1Y | +7.5% | +13.4% | -5.9% | -7.1% |
| All | +27.1% | +29.4% | -2.3% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling