-14.8%
MPT vs SPY
+821.3%
-836.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -9.9% | -0.6% | -9.3% | -9.2% |
| 30D | -42.0% | -3.7% | -38.4% | -39.3% |
| 3M | -55.1% | -2.7% | -52.4% | -53.4% |
| 6M | -63.3% | +2.2% | -65.5% | -64.2% |
| YTD | -61.3% | +10.8% | -72.1% | -65.9% |
| 1Y | -60.4% | +11.2% | -71.6% | -65.3% |
| 3Y | -44.8% | +76.5% | -121.3% | -72.9% |
| 5Y | -86.8% | +72.9% | -159.7% | -93.5% |
| 10Y | -67.9% | +304.8% | -372.7% | -94.8% |
| All | -14.8% | +821.3% | -836.1% | -95.4% |
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