+480.6%
MPTI vs SPY
+122.9%
+357.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.6% |
| 7D | +1.6% | +0.5% | +1.0% | +0.9% |
| 30D | -13.6% | -0.9% | -12.7% | -12.7% |
| 3M | -17.1% | +3.9% | -21.0% | -20.7% |
| 6M | +20.5% | +14.5% | +6.0% | +3.4% |
| YTD | +42.9% | +12.9% | +30.0% | +24.7% |
| 1Y | +65.5% | +19.4% | +46.1% | +36.1% |
| 3Y | +275.0% | +78.5% | +196.6% | +126.7% |
| All | +480.6% | +122.9% | +357.7% | +236.5% |
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 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