+303.9%
SPY vs MPC
+1,096.9%
-792.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -2.7% | -16.2% | +13.5% | +1.1% |
| 30D | -5.4% | -15.7% | +10.3% | -2.0% |
| 3M | -4.1% | +24.9% | -29.0% | -9.6% |
| 6M | +0.7% | +52.7% | -51.9% | -9.9% |
| YTD | +8.7% | +131.9% | -123.2% | -13.0% |
| 1Y | +10.9% | +96.6% | -85.8% | -7.6% |
| 3Y | +75.0% | +163.8% | -88.8% | +32.3% |
| 5Y | +67.8% | +533.1% | -465.3% | -0.9% |
| All | +303.9% | +1,096.9% | -792.9% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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