+156.9%
SPY vs MP
+240.8%
-83.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.0% | +1.6% | -3.9% |
| 7D | -4.7% | -19.0% | +14.2% | -3.0% |
| 30D | -5.9% | -30.5% | +24.6% | -3.1% |
| 3M | -4.5% | -29.6% | +25.0% | -2.0% |
| 6M | +1.8% | -50.4% | +52.2% | +7.2% |
| YTD | +8.3% | -33.2% | +41.5% | +10.4% |
| 1Y | +9.3% | -38.6% | +47.9% | +11.8% |
| 3Y | +74.9% | +105.5% | -30.6% | +49.4% |
| 5Y | +67.3% | -7.8% | +75.1% | +53.0% |
| All | +156.9% | +240.8% | -83.9% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling