+3,466.1%
MCRI vs SPY
+2,948.8%
+517.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.8% |
| 7D | +2.0% | -0.4% | +2.4% | +2.4% |
| 30D | 0.0% | -1.4% | +1.4% | +1.4% |
| 3M | -2.9% | +3.7% | -6.6% | -6.6% |
| 6M | +24.4% | +13.0% | +11.4% | +9.7% |
| YTD | +27.4% | +12.4% | +15.0% | +12.9% |
| 1Y | +19.8% | +18.5% | +1.3% | +0.5% |
| 3Y | +95.9% | +77.6% | +18.2% | +8.9% |
| 5Y | +108.1% | +81.7% | +26.4% | +13.4% |
| 10Y | +483.3% | +319.7% | +163.6% | +58.4% |
| All | +3,466.1% | +2,948.8% | +517.2% | +401.0% |
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