-38.4%
MAC vs SPY
+311.8%
-350.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -2.6% |
| 7D | -2.0% | -0.9% | -1.1% | -1.0% |
| 30D | +12.6% | -2.4% | +15.0% | +15.8% |
| 3M | +4.2% | -1.2% | +5.4% | +5.3% |
| 6M | +19.0% | +3.3% | +15.7% | +13.0% |
| YTD | +40.7% | +12.3% | +28.4% | +19.9% |
| 1Y | +46.1% | +12.4% | +33.7% | +24.2% |
| 3Y | +172.2% | +78.8% | +93.4% | +28.7% |
| 5Y | +48.5% | +75.2% | -26.7% | -26.1% |
| 10Y | -38.4% | +311.1% | -349.5% | -85.7% |
| All | -38.4% | +311.8% | -350.2% | -85.7% |
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