-24.2%
MFG vs SPY
+687.9%
-712.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.5% |
| 7D | +10.0% | +2.6% | +7.4% | +7.5% |
| 30D | +0.8% | -2.0% | +2.8% | +2.7% |
| 3M | -5.9% | -2.8% | -3.1% | -3.3% |
| 6M | +16.3% | +2.1% | +14.2% | +14.3% |
| YTD | +41.3% | +11.5% | +29.8% | +28.5% |
| 1Y | +52.3% | +13.5% | +38.8% | +36.5% |
| 3Y | +229.0% | +77.7% | +151.3% | +97.4% |
| 5Y | +302.7% | +72.6% | +230.1% | +142.2% |
| 10Y | +227.7% | +308.2% | -80.4% | -20.7% |
| All | -24.2% | +687.9% | -712.1% | -90.8% |
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