+254.8%
SPOT vs MPC
+606.4%
-351.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -2.9% |
| 7D | -2.9% | +3.9% | -6.7% | -3.5% |
| 30D | +8.3% | +33.8% | -25.5% | +3.0% |
| 3M | +5.1% | +49.9% | -44.8% | -2.2% |
| 6M | -6.5% | +80.9% | -87.4% | -16.2% |
| YTD | -9.0% | +147.4% | -156.4% | -23.1% |
| 1Y | -26.4% | +123.2% | -149.6% | -36.8% |
| 3Y | +240.0% | +171.7% | +68.3% | +177.0% |
| 5Y | +111.7% | +678.6% | -566.8% | +42.3% |
| All | +254.8% | +606.4% | -351.6% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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