+184.2%
MFC vs SPY
+82.8%
+101.4%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | +0.6% | +0.1% | +0.5% | +0.6% |
| 3M | +16.1% | +2.0% | +14.1% | +13.9% |
| 6M | +29.6% | +13.0% | +16.6% | +15.7% |
| YTD | +25.6% | +13.5% | +12.1% | +11.8% |
| 1Y | +47.4% | +20.0% | +27.5% | +24.7% |
| 3Y | +164.5% | +77.2% | +87.3% | +60.3% |
| All | +184.2% | +82.8% | +101.4% | +63.1% |
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