+690.2%
SPYM vs MPC
+2,977.1%
-2,286.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +0.1% | +5.4% | -5.3% | -1.1% |
| 30D | +0.1% | +31.0% | -30.9% | -5.9% |
| 3M | +2.0% | +46.0% | -44.0% | -6.6% |
| 6M | +13.1% | +77.3% | -64.3% | -1.5% |
| YTD | +13.6% | +141.9% | -128.3% | -8.1% |
| 1Y | +20.1% | +120.9% | -100.9% | -1.1% |
| 3Y | +77.6% | +182.7% | -105.1% | +35.3% |
| 5Y | +82.5% | +646.4% | -563.9% | +8.8% |
| 10Y | +317.6% | +1,138.7% | -821.1% | +103.6% |
| All | +690.2% | +2,977.1% | -2,286.9% | +195.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling