+79.0%
SPY vs MPC
+194.6%
-115.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +0.9% |
| 7D | -0.9% | +2.6% | -3.5% | -1.2% |
| 30D | -2.4% | -12.2% | +9.8% | -1.0% |
| 3M | -1.2% | +20.1% | -21.2% | -4.1% |
| 6M | +3.3% | +60.6% | -57.3% | -4.4% |
| YTD | +12.3% | +150.6% | -138.3% | -5.7% |
| 1Y | +12.4% | +104.7% | -92.2% | -1.2% |
| All | +79.0% | +194.6% | -115.6% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling