-88.8%
MPU vs SPY
+322.5%
-411.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.9% | +4.4% | +4.4% |
| 7D | +5.3% | -0.8% | +6.0% | +6.1% |
| 30D | -4.8% | -1.1% | -3.7% | -3.5% |
| 3M | -55.6% | +3.9% | -59.4% | -57.6% |
| 6M | -77.0% | +13.6% | -90.6% | -80.3% |
| YTD | -78.0% | +12.7% | -90.7% | -81.0% |
| 1Y | -88.0% | +17.5% | -105.5% | -89.9% |
| 3Y | -75.9% | +76.9% | -152.8% | -86.8% |
| 5Y | -96.8% | +83.6% | -180.4% | -98.3% |
| All | -88.8% | +322.5% | -411.3% | -95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling