+47.7%
MAC vs SPY
+72.1%
-24.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.3% |
| 7D | +0.9% | +2.6% | -1.7% | -2.6% |
| 30D | +13.0% | -2.0% | +15.0% | +15.7% |
| 3M | +2.5% | -2.8% | +5.3% | +6.0% |
| 6M | +15.7% | +2.1% | +13.6% | +11.1% |
| YTD | +39.0% | +11.5% | +27.5% | +17.9% |
| 1Y | +50.0% | +13.5% | +36.5% | +24.0% |
| 3Y | +175.3% | +77.7% | +97.6% | +19.4% |
| All | +47.7% | +72.1% | -24.4% | -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