-74.6%
MCRP vs SPY
+36.2%
-110.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.6% | +2.4% |
| 7D | -2.5% | -0.8% | -1.7% | -1.5% |
| 30D | -20.4% | -1.1% | -19.3% | -19.2% |
| 3M | -55.9% | +3.9% | -59.7% | -57.7% |
| 6M | -74.4% | +13.6% | -88.0% | -77.8% |
| YTD | -35.3% | +12.7% | -47.9% | -43.6% |
| 1Y | -42.7% | +17.5% | -60.2% | -51.6% |
| All | -74.6% | +36.2% | -110.8% | -80.3% |
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