+14.8%
SPY vs MP
-35.7%
+50.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.1% | +6.7% | +2.1% |
| 7D | -0.7% | -12.5% | +11.8% | +0.4% |
| 30D | -1.0% | -23.3% | +22.3% | +1.1% |
| 3M | -0.3% | -24.4% | +24.0% | +1.7% |
| 6M | +7.3% | -45.8% | +53.1% | +11.9% |
| YTD | +13.3% | -28.9% | +42.2% | +14.2% |
| 1Y | +14.8% | -34.6% | +49.4% | +16.0% |
| All | +14.8% | -35.7% | +50.5% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling