-42.4%
MPT vs SPY
+312.5%
-354.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.8% |
| 7D | -3.9% | -0.4% | -3.6% | -3.6% |
| 30D | -6.0% | -1.4% | -4.6% | -4.7% |
| 3M | -21.1% | +3.7% | -24.8% | -24.0% |
| 6M | -26.5% | +13.0% | -39.5% | -34.9% |
| YTD | -19.0% | +12.4% | -31.4% | -28.1% |
| 1Y | -8.9% | +18.5% | -27.5% | -23.5% |
| 3Y | -24.5% | +77.6% | -102.1% | -58.3% |
| 5Y | -72.4% | +81.7% | -154.1% | -85.2% |
| 10Y | -42.4% | +319.7% | -362.1% | -86.9% |
| All | -42.4% | +312.5% | -354.9% | -86.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling