-36.8%
MAC vs SPY
+315.0%
-351.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | -1.2% |
| 7D | +1.9% | +0.1% | +1.9% | +1.8% |
| 30D | +13.7% | -3.3% | +17.0% | +18.4% |
| 3M | +4.4% | -2.4% | +6.9% | +7.3% |
| 6M | +17.3% | +2.6% | +14.7% | +12.4% |
| YTD | +40.2% | +11.2% | +29.0% | +21.0% |
| 1Y | +45.0% | +13.4% | +31.6% | +21.9% |
| 3Y | +181.6% | +79.9% | +101.7% | +32.2% |
| 5Y | +45.8% | +72.2% | -26.4% | -25.8% |
| 10Y | -36.8% | +307.3% | -344.1% | -85.1% |
| All | -36.8% | +315.0% | -351.8% | -85.1% |
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