+12.7%
MCN vs SPY
+82.3%
-69.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | -1.9% | -0.8% | -1.2% | -1.5% |
| 30D | -0.2% | -1.1% | +0.9% | +0.4% |
| 3M | +0.5% | +3.9% | -3.3% | -1.8% |
| 6M | +0.2% | +13.6% | -13.4% | -7.5% |
| YTD | +1.3% | +12.7% | -11.4% | -6.0% |
| 1Y | +0.9% | +17.5% | -16.6% | -8.8% |
| 3Y | +8.9% | +76.9% | -68.0% | -25.1% |
| All | +12.7% | +82.3% | -69.6% | -25.4% |
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 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