-40.6%
MAC vs SPY
+308.5%
-349.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | +1.0% | +3.3% | -2.3% | -3.1% |
| 30D | +12.2% | -2.7% | +14.9% | +15.8% |
| 3M | +3.3% | -1.7% | +5.1% | +5.2% |
| 6M | +15.3% | +3.1% | +12.2% | +9.8% |
| YTD | +40.2% | +11.9% | +28.3% | +20.0% |
| 1Y | +48.9% | +12.0% | +36.9% | +27.2% |
| 3Y | +171.1% | +78.2% | +92.9% | +28.8% |
| 5Y | +48.8% | +73.2% | -24.4% | -24.9% |
| All | -40.6% | +308.5% | -349.1% | -86.2% |
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