+82.5%
SPY vs MP
+58.1%
+24.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | +0.1% | -2.9% | +3.0% | +0.4% |
| 30D | +0.1% | +13.8% | -13.8% | -1.4% |
| 3M | +2.0% | -16.7% | +18.7% | +3.3% |
| 6M | +13.0% | -11.5% | +24.5% | +13.1% |
| YTD | +13.5% | +7.9% | +5.6% | +10.8% |
| 1Y | +20.0% | -15.0% | +35.0% | +18.4% |
| 3Y | +77.2% | +153.5% | -76.3% | +43.4% |
| All | +82.5% | +58.1% | +24.5% | +56.5% |
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