+164.0%
SPYM vs MP
+268.3%
-104.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.1% |
| 7D | -0.6% | -3.6% | +3.1% | -0.3% |
| 30D | -3.7% | -21.0% | +17.3% | -1.8% |
| 3M | -2.7% | -33.3% | +30.6% | +0.4% |
| 6M | +2.2% | -45.9% | +48.2% | +6.8% |
| YTD | +10.9% | -27.8% | +38.8% | +12.2% |
| 1Y | +11.3% | -43.2% | +54.5% | +14.7% |
| 3Y | +76.8% | +144.0% | -67.2% | +48.7% |
| 5Y | +73.5% | -6.1% | +79.6% | +58.3% |
| All | +164.0% | +268.3% | -104.3% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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