+135.9%
MPV vs SPY
+315.0%
-179.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.7% |
| 7D | -1.9% | +0.1% | -1.9% | -1.9% |
| 30D | -1.9% | -3.3% | +1.5% | -0.9% |
| 3M | +3.9% | -2.4% | +6.3% | +4.7% |
| 6M | +0.6% | +2.6% | -1.9% | -0.2% |
| YTD | +9.4% | +11.2% | -1.9% | +5.7% |
| 1Y | -8.0% | +13.4% | -21.4% | -11.6% |
| 3Y | +61.1% | +79.9% | -18.8% | +32.0% |
| 5Y | +73.8% | +72.2% | +1.6% | +43.2% |
| 10Y | +135.9% | +307.3% | -171.4% | +44.5% |
| All | +135.9% | +315.0% | -179.1% | +44.5% |
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 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