+164.6%
MAC vs SPY
+75.1%
+89.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -1.1% |
| 7D | +2.1% | -2.7% | +4.8% | +5.4% |
| 30D | +11.9% | -5.4% | +17.3% | +19.6% |
| 3M | +6.5% | -4.1% | +10.6% | +11.7% |
| 6M | +13.3% | +0.7% | +12.6% | +11.0% |
| YTD | +37.7% | +8.7% | +29.1% | +21.6% |
| 1Y | +47.5% | +10.9% | +36.6% | +26.5% |
| 3Y | +164.6% | +75.0% | +89.6% | -19.5% |
| All | +164.6% | +75.1% | +89.5% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling