+79.3%
SPYM vs MP
+147.3%
-68.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | -0.9% | +2.3% | -3.2% | -1.1% |
| 30D | -2.4% | -15.3% | +12.9% | -1.5% |
| 3M | -1.1% | -33.5% | +32.4% | +1.1% |
| 6M | +3.3% | -45.5% | +48.8% | +6.4% |
| YTD | +12.4% | -27.3% | +39.7% | +13.3% |
| 1Y | +12.5% | -40.7% | +53.2% | +14.6% |
| All | +79.3% | +147.3% | -68.0% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling