+1,695.9%
MFC vs SPY
+844.9%
+851.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | -0.3% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +4.2% | -3.3% | +7.5% | +8.0% |
| 3M | +0.6% | -2.4% | +3.0% | +3.2% |
| 6M | +12.5% | +2.6% | +9.9% | +8.9% |
| YTD | +25.3% | +11.2% | +14.0% | +11.3% |
| 1Y | +36.0% | +13.4% | +22.7% | +18.3% |
| 3Y | +164.4% | +79.9% | +84.5% | +39.6% |
| 5Y | +175.4% | +72.2% | +103.3% | +50.1% |
| 10Y | +351.0% | +307.3% | +43.6% | -1.6% |
| All | +1,695.9% | +844.9% | +851.0% | +71.6% |
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