+11.3%
SPYM vs MP
-40.8%
+52.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | 0.0% |
| 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% | +6.7% |
| YTD | +10.9% | -27.8% | +38.8% | +11.4% |
| 1Y | +11.3% | -43.2% | +54.5% | +14.0% |
| All | +11.3% | -40.8% | +52.1% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling