+234.2%
MFIN vs SPY
+1,761.9%
-1,527.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -4.9% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | -18.4% | -3.3% | -15.1% | -16.1% |
| 3M | -10.0% | -2.4% | -7.6% | -8.1% |
| 6M | +3.0% | +2.6% | +0.5% | +0.9% |
| YTD | -1.9% | +11.2% | -13.2% | -10.0% |
| 1Y | +3.4% | +13.4% | -10.0% | -6.6% |
| 3Y | +36.1% | +79.9% | -43.8% | -16.7% |
| 5Y | +38.8% | +72.2% | -33.4% | -12.5% |
| 10Y | +207.2% | +307.3% | -100.1% | +6.2% |
| All | +234.2% | +1,761.9% | -1,527.7% | -55.5% |
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