+129.2%
MPV vs SPY
+311.3%
-182.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | +5.8% | -0.9% | +6.8% | +6.1% |
| 3M | +5.1% | +3.9% | +1.2% | +3.8% |
| 6M | -6.3% | +14.5% | -20.8% | -10.2% |
| YTD | +11.4% | +12.9% | -1.5% | +7.1% |
| 1Y | -5.7% | +19.4% | -25.1% | -10.8% |
| 3Y | +62.7% | +78.5% | -15.7% | +33.7% |
| 5Y | +87.5% | +81.8% | +5.7% | +51.1% |
| 10Y | +129.2% | +311.5% | -182.3% | +34.6% |
| All | +129.2% | +311.3% | -182.1% | +34.6% |
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