+100.1%
MPTI vs SPY
+75.1%
+25.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.0% | +4.8% |
| 7D | -8.8% | -2.7% | -6.1% | -4.7% |
| 30D | -18.8% | -5.4% | -13.4% | -11.3% |
| 3M | -31.8% | -4.1% | -27.7% | -27.1% |
| 6M | -17.6% | +0.7% | -18.3% | -17.8% |
| YTD | +13.4% | +8.7% | +4.7% | +1.3% |
| 1Y | +13.5% | +10.9% | +2.6% | -1.3% |
| 3Y | +100.1% | +75.0% | +25.1% | -3.2% |
| All | +100.1% | +75.1% | +25.0% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling