+668.3%
MGC vs SPY
+617.6%
+50.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +0.1% |
| 7D | -1.0% | -0.9% | -0.1% | -0.1% |
| 30D | -3.3% | -2.4% | -1.0% | -1.0% |
| 3M | -1.2% | -1.2% | -0.1% | -0.1% |
| 6M | +2.9% | +3.3% | -0.4% | -0.2% |
| YTD | +11.6% | +12.3% | -0.7% | -0.3% |
| 1Y | +11.6% | +12.4% | -0.8% | -0.3% |
| 3Y | +82.3% | +78.8% | +3.5% | +3.7% |
| 5Y | +80.1% | +75.2% | +4.9% | +4.7% |
| 10Y | +339.8% | +311.1% | +28.7% | +13.2% |
| All | +668.3% | +617.6% | +50.7% | +14.4% |
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