+67.3%
SPY vs MP
-13.9%
+81.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.0% | +1.6% | -3.8% |
| 7D | -4.7% | -19.0% | +14.2% | -2.7% |
| 30D | -5.9% | -30.5% | +24.6% | -2.6% |
| 3M | -4.5% | -29.6% | +25.0% | -1.6% |
| 6M | +1.8% | -50.4% | +52.2% | +8.1% |
| YTD | +8.3% | -33.2% | +41.5% | +10.6% |
| 1Y | +9.3% | -38.6% | +47.9% | +12.1% |
| 3Y | +74.9% | +105.5% | -30.6% | +40.8% |
| 5Y | +67.3% | -7.8% | +75.1% | +51.1% |
| All | +67.3% | -13.9% | +81.2% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling