-18.4%
MBC vs SPY
+103.8%
-122.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.5% |
| 7D | +2.5% | +0.5% | +2.0% | +1.8% |
| 30D | -12.9% | -0.9% | -12.0% | -11.9% |
| 3M | -4.9% | +3.9% | -8.8% | -8.7% |
| 6M | -8.8% | +14.5% | -23.3% | -22.2% |
| YTD | -26.1% | +12.9% | -39.0% | -35.7% |
| 1Y | -39.1% | +19.4% | -58.5% | -50.5% |
| 3Y | -33.7% | +78.5% | -112.2% | -65.8% |
| All | -18.4% | +103.8% | -122.2% | -63.1% |
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