+4,632.1%
MCI vs SPY
+3,067.3%
+1,564.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.2% |
| 7D | +4.8% | -0.8% | +5.5% | +5.0% |
| 30D | +20.1% | -1.1% | +21.2% | +20.4% |
| 3M | +14.6% | +3.9% | +10.7% | +13.5% |
| 6M | +1.6% | +13.6% | -12.0% | -1.6% |
| YTD | +12.5% | +12.7% | -0.1% | +9.2% |
| 1Y | -4.2% | +17.5% | -21.7% | -8.1% |
| 3Y | +58.1% | +76.9% | -18.8% | +36.0% |
| 5Y | +92.2% | +83.6% | +8.6% | +62.5% |
| 10Y | +124.7% | +320.7% | -196.0% | +54.4% |
| All | +4,632.1% | +3,067.3% | +1,564.8% | +2,259.0% |
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