+33.4%
MICC vs SPY
+11.1%
+22.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.3% |
| 7D | +2.4% | +2.6% | -0.2% | +1.6% |
| 30D | +9.4% | -2.0% | +11.4% | +9.9% |
| 3M | -0.9% | -2.8% | +1.8% | -0.3% |
| 6M | +34.8% | +2.1% | +32.7% | +32.4% |
| YTD | +25.6% | +11.5% | +14.1% | +19.9% |
| All | +33.4% | +11.1% | +22.3% | +27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling