+257.9%
SPOT vs MPC
+203.2%
+54.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.3% |
| 7D | +1.6% | +11.2% | -9.6% | +0.2% |
| 30D | +16.9% | -14.5% | +31.4% | +19.2% |
| 3M | +23.0% | +16.7% | +6.3% | +19.7% |
| 6M | +42.2% | +67.6% | -25.4% | +30.4% |
| YTD | +5.5% | +157.9% | -152.4% | -12.1% |
| 1Y | -5.1% | +116.7% | -121.7% | -17.7% |
| 3Y | +257.9% | +199.8% | +58.2% | +186.7% |
| All | +257.9% | +203.2% | +54.7% | +186.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling