+309.3%
SPY vs MPC
+1,165.7%
-856.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.8% | -0.9% |
| 7D | +3.3% | +9.4% | -6.1% | +1.2% |
| 30D | -2.7% | -13.4% | +10.8% | +0.3% |
| 3M | -1.7% | +18.9% | -20.6% | -6.2% |
| 6M | +3.1% | +64.9% | -61.8% | -9.3% |
| YTD | +11.9% | +156.8% | -144.9% | -12.5% |
| 1Y | +12.0% | +113.2% | -101.2% | -8.4% |
| 3Y | +78.2% | +201.8% | -123.6% | +30.5% |
| 5Y | +73.2% | +601.4% | -528.1% | -0.1% |
| All | +309.3% | +1,165.7% | -856.3% | +93.7% |
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