+165.9%
MFIC vs SPY
+901.8%
-735.8%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -1.2% |
| 7D | -2.9% | -0.8% | -2.1% | -1.9% |
| 30D | -3.2% | -1.1% | -2.1% | -1.9% |
| 3M | -9.1% | +3.9% | -13.0% | -13.8% |
| 6M | -5.6% | +13.6% | -19.2% | -20.5% |
| YTD | -13.3% | +12.7% | -25.9% | -26.3% |
| 1Y | -18.6% | +17.5% | -36.1% | -34.7% |
| 3Y | -1.8% | +76.9% | -78.7% | -55.2% |
| 5Y | +23.9% | +83.6% | -59.6% | -48.6% |
| 10Y | +67.4% | +320.7% | -253.3% | -80.3% |
| All | +165.9% | +901.8% | -735.8% | -90.5% |
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 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