+163.8%
SPY vs MP
+281.3%
-117.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.6% | -4.2% | +1.8% |
| 7D | +0.1% | -1.6% | +1.6% | +0.2% |
| 30D | -3.3% | -18.2% | +14.9% | -1.8% |
| 3M | -2.4% | -26.1% | +23.7% | -0.2% |
| 6M | +2.6% | -44.0% | +46.6% | +6.9% |
| YTD | +11.2% | -25.3% | +36.5% | +12.2% |
| 1Y | +13.4% | -35.6% | +49.0% | +15.6% |
| 3Y | +79.9% | +147.1% | -67.2% | +51.1% |
| 5Y | +72.2% | -11.3% | +83.4% | +57.1% |
| All | +163.8% | +281.3% | -117.5% | +117.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling