+188.7%
MCBS vs SPY
+185.2%
+3.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.5% |
| 7D | -0.8% | -0.8% | 0.0% | -0.1% |
| 30D | -1.5% | -1.1% | -0.4% | -0.5% |
| 3M | +3.6% | +3.9% | -0.3% | -0.6% |
| 6M | +28.2% | +13.6% | +14.6% | +12.2% |
| YTD | +37.2% | +12.7% | +24.5% | +21.0% |
| 1Y | +25.4% | +17.5% | +7.9% | +5.6% |
| 3Y | +97.6% | +76.9% | +20.7% | +9.1% |
| 5Y | +109.4% | +83.6% | +25.9% | +10.4% |
| All | +188.7% | +185.2% | +3.5% | -3.3% |
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