+308.8%
SPOT vs MPC
+592.4%
-283.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.2% |
| 7D | +2.5% | -9.4% | +11.9% | +4.1% |
| 30D | +15.1% | -14.3% | +29.4% | +17.8% |
| 3M | +24.8% | +31.1% | -6.3% | +18.6% |
| 6M | +45.8% | +60.3% | -14.5% | +33.4% |
| YTD | +4.9% | +142.5% | -137.6% | -11.5% |
| 1Y | -1.3% | +104.6% | -105.8% | -14.1% |
| 3Y | +257.7% | +191.7% | +66.0% | +187.1% |
| 5Y | +118.5% | +549.2% | -430.7% | +50.7% |
| All | +308.8% | +592.4% | -283.6% | +196.2% |
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