-52.8%
MAC vs SPY
+313.2%
-366.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.3% |
| 7D | -2.1% | +0.1% | -2.3% | -2.3% |
| 30D | -8.5% | +0.1% | -8.5% | -8.6% |
| 3M | +0.8% | +2.0% | -1.2% | -2.4% |
| 6M | +16.3% | +13.0% | +3.3% | -1.2% |
| YTD | +27.9% | +13.5% | +14.4% | +7.8% |
| 1Y | +30.0% | +20.0% | +10.0% | +1.8% |
| 3Y | +119.7% | +77.2% | +42.5% | +5.9% |
| 5Y | +66.3% | +81.9% | -15.6% | -20.4% |
| All | -52.8% | +313.2% | -366.0% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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