+29.6%
MICC vs SPY
+12.5%
+17.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -2.0% | +0.5% | -2.6% | -2.2% |
| 30D | +0.3% | -0.9% | +1.3% | +0.7% |
| 3M | +13.8% | +3.9% | +10.0% | +12.0% |
| 6M | +26.5% | +14.5% | +12.0% | +17.3% |
| YTD | +22.0% | +12.9% | +9.0% | +16.4% |
| All | +29.6% | +12.5% | +17.1% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling