-16.7%
MPT vs SPY
+833.5%
-850.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -3.7% |
| 7D | -13.2% | -0.9% | -12.3% | -12.2% |
| 30D | -43.3% | -2.4% | -41.0% | -41.6% |
| 3M | -54.7% | -1.2% | -53.5% | -53.9% |
| 6M | -63.1% | +3.3% | -66.4% | -64.6% |
| YTD | -62.2% | +12.3% | -74.5% | -67.2% |
| 1Y | -62.1% | +12.4% | -74.6% | -67.3% |
| 3Y | -46.0% | +78.8% | -124.8% | -73.9% |
| 5Y | -87.2% | +75.2% | -162.4% | -93.8% |
| 10Y | -68.9% | +311.1% | -380.0% | -95.0% |
| All | -16.7% | +833.5% | -850.1% | -95.5% |
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