+1,700.8%
MFC vs SPY
+864.5%
+836.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.1% |
| 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% | +13.4% |
| 6M | +29.6% | +13.0% | +16.6% | +13.2% |
| YTD | +25.6% | +13.5% | +12.1% | +9.3% |
| 1Y | +47.4% | +20.0% | +27.5% | +20.7% |
| 3Y | +164.5% | +77.2% | +87.3% | +42.2% |
| 5Y | +182.6% | +81.9% | +100.7% | +45.2% |
| 10Y | +395.7% | +314.1% | +81.7% | +6.4% |
| All | +1,700.8% | +864.5% | +836.3% | +68.5% |
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