-71.6%
MPT vs SPY
+82.0%
-153.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.4% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -13.9% | +0.1% | -14.0% | -14.0% |
| 3M | -18.4% | +2.0% | -20.4% | -19.8% |
| 6M | -24.3% | +13.0% | -37.3% | -31.8% |
| YTD | -16.7% | +13.5% | -30.3% | -25.4% |
| 1Y | -3.2% | +20.0% | -23.2% | -17.5% |
| 3Y | -29.3% | +77.2% | -106.5% | -58.2% |
| All | -71.6% | +82.0% | -153.7% | -83.9% |
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 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