+836.1%
MAC vs SPY
+2,682.7%
-1,846.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.0% | +1.3% |
| 7D | +2.9% | -4.7% | +7.6% | +8.3% |
| 30D | +9.0% | -5.9% | +14.9% | +16.2% |
| 3M | -0.7% | -4.5% | +3.8% | +4.1% |
| 6M | +18.0% | +1.8% | +16.3% | +15.1% |
| YTD | +38.7% | +8.3% | +30.4% | +26.6% |
| 1Y | +46.3% | +9.3% | +36.9% | +32.1% |
| 3Y | +151.1% | +74.9% | +76.2% | +40.8% |
| 5Y | +40.3% | +67.3% | -27.0% | -15.0% |
| 10Y | -36.6% | +311.6% | -348.2% | -83.6% |
| All | +836.1% | +2,682.7% | -1,846.6% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling