+69.1%
MFIC vs SPY
+321.4%
-252.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.2% |
| 7D | -2.8% | -0.4% | -2.4% | -2.5% |
| 30D | -2.9% | -1.4% | -1.5% | -1.7% |
| 3M | -9.1% | +3.7% | -12.8% | -12.2% |
| 6M | -3.1% | +13.0% | -16.1% | -13.6% |
| YTD | -12.7% | +12.4% | -25.1% | -21.8% |
| 1Y | -17.3% | +18.5% | -35.8% | -29.6% |
| 3Y | -1.3% | +77.6% | -78.9% | -42.8% |
| 5Y | +24.6% | +81.7% | -57.1% | -30.5% |
| All | +69.1% | +321.4% | -252.3% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling