+67.6%
SPY vs MPC
+527.1%
-459.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -2.7% | -16.2% | +13.5% | +0.2% |
| 30D | -5.4% | -15.7% | +10.3% | -2.9% |
| 3M | -4.1% | +24.9% | -29.0% | -8.6% |
| 6M | +0.7% | +52.7% | -51.9% | -8.1% |
| YTD | +8.7% | +131.9% | -123.2% | -10.4% |
| 1Y | +10.9% | +96.6% | -85.8% | -5.1% |
| 3Y | +75.0% | +163.8% | -88.8% | +35.4% |
| All | +67.6% | +527.1% | -459.5% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling