+188.1%
MILN vs SPY
+318.9%
-130.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.4% |
| 7D | -4.7% | -2.0% | -2.7% | -2.6% |
| 30D | -6.2% | -1.7% | -4.5% | -4.5% |
| 3M | +4.0% | +4.7% | -0.7% | -1.3% |
| 6M | +2.9% | +12.5% | -9.6% | -9.8% |
| YTD | -6.7% | +11.7% | -18.4% | -17.6% |
| 1Y | -11.7% | +17.5% | -29.2% | -26.1% |
| 3Y | +38.7% | +76.6% | -37.8% | -25.8% |
| 5Y | -0.6% | +82.0% | -82.7% | -47.8% |
| All | +188.1% | +318.9% | -130.8% | -30.8% |
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