+3,591.8%
MPV vs SPY
+2,954.7%
+637.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -1.8% | -2.7% | +0.9% | -1.2% |
| 30D | +3.2% | -5.4% | +8.6% | +4.6% |
| 3M | +3.6% | -4.1% | +7.7% | +4.6% |
| 6M | -0.6% | +0.7% | -1.3% | -0.9% |
| YTD | +9.4% | +8.7% | +0.7% | +7.2% |
| 1Y | -8.7% | +10.9% | -19.5% | -11.0% |
| 3Y | +64.1% | +75.0% | -10.9% | +42.3% |
| 5Y | +74.0% | +67.8% | +6.2% | +51.1% |
| 10Y | +138.8% | +312.9% | -174.1% | +65.4% |
| All | +3,591.8% | +2,954.7% | +637.1% | +1,583.1% |
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