+78.0%
SPYM vs MPC
+203.2%
-125.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +2.6% | +11.2% | -8.7% | +1.3% |
| 30D | -2.0% | -14.5% | +12.5% | -0.3% |
| 3M | -2.8% | +16.7% | -19.5% | -5.2% |
| 6M | +2.2% | +67.6% | -65.4% | -5.6% |
| YTD | +11.5% | +157.9% | -146.4% | -5.9% |
| 1Y | +13.5% | +116.7% | -103.2% | -0.7% |
| 3Y | +78.0% | +199.8% | -121.7% | +41.8% |
| All | +78.0% | +203.2% | -125.2% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling