+314.7%
SPYM vs MPC
+1,138.6%
-823.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -1.1% |
| 7D | +0.6% | +3.9% | -3.3% | -0.3% |
| 30D | -0.9% | +33.8% | -34.7% | -7.5% |
| 3M | +3.9% | +49.9% | -45.9% | -5.9% |
| 6M | +14.5% | +80.9% | -66.4% | -1.5% |
| YTD | +13.0% | +147.4% | -134.4% | -10.3% |
| 1Y | +19.4% | +123.2% | -103.8% | -3.1% |
| 3Y | +78.9% | +171.7% | -92.9% | +35.0% |
| 5Y | +82.3% | +678.6% | -596.2% | +2.6% |
| 10Y | +314.7% | +1,134.0% | -819.3% | +94.6% |
| All | +314.7% | +1,138.6% | -823.9% | +94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling