+85.7%
MFIC vs SPY
+307.0%
-221.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -0.8% | +2.6% | -3.4% | -3.1% |
| 30D | +22.1% | -2.0% | +24.0% | +24.0% |
| 3M | +6.8% | -2.8% | +9.6% | +9.2% |
| 6M | -1.6% | +2.1% | -3.7% | -3.9% |
| YTD | -2.3% | +11.5% | -13.8% | -12.1% |
| 1Y | -3.2% | +13.5% | -16.6% | -14.3% |
| 3Y | +11.0% | +77.7% | -66.7% | -35.9% |
| 5Y | +40.9% | +72.6% | -31.7% | -17.4% |
| All | +85.7% | +307.0% | -221.3% | -50.5% |
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 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