+68.2%
MFIC vs SPY
+318.9%
-250.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | 0.0% |
| 7D | -2.6% | -2.0% | -0.6% | -0.8% |
| 30D | -4.2% | -1.7% | -2.5% | -2.8% |
| 3M | -8.6% | +4.7% | -13.3% | -12.6% |
| 6M | -5.5% | +12.5% | -18.0% | -15.4% |
| YTD | -13.2% | +11.7% | -24.9% | -21.8% |
| 1Y | -17.9% | +17.5% | -35.4% | -29.5% |
| 3Y | -1.8% | +76.6% | -78.4% | -42.8% |
| 5Y | +24.1% | +82.0% | -58.0% | -31.0% |
| All | +68.2% | +318.9% | -250.7% | -54.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling