+204.8%
MFIC vs SPY
+885.4%
-680.6%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.3% |
| 7D | +0.6% | -0.6% | +1.2% | +1.0% |
| 30D | +22.3% | -3.7% | +26.0% | +27.9% |
| 3M | +10.6% | -2.7% | +13.3% | +14.0% |
| 6M | -5.6% | +2.2% | -7.8% | -9.0% |
| YTD | -0.6% | +10.8% | -11.4% | -14.1% |
| 1Y | -1.3% | +11.2% | -12.5% | -15.2% |
| 3Y | +13.1% | +76.5% | -63.4% | -48.4% |
| 5Y | +45.1% | +72.9% | -27.8% | -34.8% |
| 10Y | +88.0% | +304.8% | -216.8% | -76.7% |
| All | +204.8% | +885.4% | -680.6% | -88.9% |
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 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