+307.8%
SPY vs MPC
+1,171.2%
-863.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +2.6% | +11.2% | -8.6% | +0.1% |
| 30D | -2.0% | -14.5% | +12.5% | +1.3% |
| 3M | -2.8% | +16.7% | -19.5% | -6.8% |
| 6M | +2.1% | +67.6% | -65.4% | -10.5% |
| YTD | +11.5% | +157.9% | -146.4% | -12.9% |
| 1Y | +13.5% | +116.7% | -103.2% | -7.5% |
| 3Y | +77.7% | +199.8% | -122.1% | +30.4% |
| 5Y | +72.6% | +604.4% | -531.8% | -0.5% |
| All | +307.8% | +1,171.2% | -863.3% | +92.8% |
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