+1.9%
MFIC vs SPY
+80.4%
-78.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +1.5% | +0.1% | +1.4% | +1.4% |
| 3M | -8.3% | +2.0% | -10.3% | -9.8% |
| 6M | -4.1% | +13.0% | -17.1% | -13.1% |
| YTD | -10.7% | +13.5% | -24.2% | -19.3% |
| 1Y | -16.9% | +20.0% | -36.9% | -28.3% |
| All | +1.9% | +80.4% | -78.5% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling