+158.9%
SPYM vs MP
+257.7%
-98.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | -0.1% |
| 7D | -2.7% | -10.5% | +7.8% | -1.8% |
| 30D | -5.4% | -23.5% | +18.2% | -3.3% |
| 3M | -4.1% | -25.4% | +21.4% | -2.0% |
| 6M | +0.8% | -51.3% | +52.0% | +6.2% |
| YTD | +8.8% | -29.9% | +38.7% | +10.3% |
| 1Y | +11.0% | -31.8% | +42.8% | +12.5% |
| 3Y | +75.5% | +127.0% | -51.5% | +48.7% |
| 5Y | +68.4% | -3.3% | +71.7% | +53.5% |
| All | +158.9% | +257.7% | -98.8% | +115.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling