+89.9%
MCI vs SPY
+82.3%
+7.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | +4.8% | -0.8% | +5.5% | +4.9% |
| 30D | +20.1% | -1.1% | +21.2% | +20.3% |
| 3M | +14.6% | +3.9% | +10.7% | +13.8% |
| 6M | +1.6% | +13.6% | -12.0% | -0.7% |
| YTD | +12.5% | +12.7% | -0.1% | +10.2% |
| 1Y | -4.2% | +17.5% | -21.7% | -6.9% |
| 3Y | +58.1% | +76.9% | -18.8% | +42.9% |
| All | +89.9% | +82.3% | +7.7% | +68.5% |
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