+145.2%
MCB vs SPY
+77.0%
+68.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.7% |
| 7D | -2.6% | -0.8% | -1.8% | -1.8% |
| 30D | -4.0% | -1.1% | -3.0% | -3.0% |
| 3M | -5.2% | +3.9% | -9.1% | -9.2% |
| 6M | +15.5% | +13.6% | +1.8% | 0.0% |
| YTD | +20.0% | +12.7% | +7.3% | +5.1% |
| 1Y | +16.3% | +17.5% | -1.2% | -3.1% |
| 3Y | +145.2% | +76.9% | +68.3% | +11.4% |
| All | +145.2% | +77.0% | +68.2% | +11.4% |
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