+220.7%
MCN vs SPY
+931.4%
-710.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.4% |
| 7D | -1.9% | -2.0% | +0.1% | -0.4% |
| 30D | -0.5% | -1.7% | +1.1% | +0.7% |
| 3M | +1.2% | +4.7% | -3.5% | -2.4% |
| 6M | +0.5% | +12.5% | -12.0% | -8.4% |
| YTD | +1.3% | +11.7% | -10.4% | -7.2% |
| 1Y | +1.4% | +17.5% | -16.1% | -10.7% |
| 3Y | +9.8% | +76.6% | -66.7% | -30.4% |
| 5Y | +14.7% | +82.0% | -67.3% | -29.8% |
| 10Y | +105.0% | +317.1% | -212.2% | -36.2% |
| All | +220.7% | +931.4% | -710.7% | -47.5% |
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 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