+41.4%
MAC vs SPY
+67.4%
-26.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -1.1% |
| 7D | +2.1% | -2.7% | +4.8% | +5.8% |
| 30D | +11.9% | -5.4% | +17.3% | +20.3% |
| 3M | +6.5% | -4.1% | +10.6% | +12.3% |
| 6M | +13.3% | +0.7% | +12.6% | +10.9% |
| YTD | +37.7% | +8.7% | +29.1% | +21.0% |
| 1Y | +47.5% | +10.9% | +36.6% | +25.7% |
| 3Y | +164.6% | +75.0% | +89.6% | +17.1% |
| All | +41.4% | +67.4% | -26.0% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling