+8,562.4%
MGRC vs SPY
+3,074.3%
+5,488.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.2% |
| 7D | 0.0% | +0.5% | -0.6% | -0.5% |
| 30D | -7.5% | -0.9% | -6.5% | -6.7% |
| 3M | +1.8% | +3.9% | -2.1% | -1.8% |
| 6M | +3.7% | +14.5% | -10.9% | -8.4% |
| YTD | +7.0% | +12.9% | -5.9% | -4.4% |
| 1Y | -8.7% | +19.4% | -28.0% | -22.2% |
| 3Y | +17.8% | +78.5% | -60.6% | -30.1% |
| 5Y | +72.7% | +81.8% | -9.0% | -1.1% |
| 10Y | +324.6% | +311.5% | +13.1% | +21.2% |
| All | +8,562.4% | +3,074.3% | +5,488.1% | +856.7% |
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