+391.9%
MPTI vs SPY
+118.7%
+273.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.2% |
| 7D | -1.0% | -0.6% | -0.5% | 0.0% |
| 30D | -8.8% | -3.7% | -5.1% | -4.0% |
| 3M | -23.9% | -2.7% | -21.1% | -20.9% |
| 6M | -20.6% | +2.2% | -22.8% | -22.0% |
| YTD | +21.1% | +10.8% | +10.3% | +8.6% |
| 1Y | +18.4% | +11.2% | +7.1% | +5.9% |
| 3Y | +98.9% | +76.5% | +22.4% | +24.3% |
| All | +391.9% | +118.7% | +273.2% | +193.1% |
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