+311.1%
SPY vs MPC
+1,145.2%
-834.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +0.5% |
| 7D | -0.9% | +2.6% | -3.5% | -1.5% |
| 30D | -2.4% | -12.2% | +9.8% | +0.3% |
| 3M | -1.2% | +20.1% | -21.2% | -5.8% |
| 6M | +3.3% | +60.6% | -57.3% | -8.6% |
| YTD | +12.3% | +150.6% | -138.3% | -11.7% |
| 1Y | +12.4% | +104.7% | -92.2% | -7.1% |
| 3Y | +78.8% | +194.5% | -115.7% | +31.7% |
| 5Y | +75.2% | +582.3% | -507.1% | +1.7% |
| 10Y | +311.1% | +1,135.3% | -824.2% | +95.6% |
| All | +311.1% | +1,145.2% | -834.1% | +95.6% |
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