+216.2%
MILN vs SPY
+337.3%
-121.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.2% |
| 7D | +0.5% | +2.6% | -2.1% | -2.2% |
| 30D | +5.0% | -2.0% | +6.9% | +7.1% |
| 3M | -2.9% | -2.8% | -0.1% | -0.1% |
| 6M | +6.7% | +2.1% | +4.5% | +3.8% |
| YTD | -3.1% | +11.5% | -14.6% | -14.3% |
| 1Y | -1.4% | +13.5% | -14.8% | -14.5% |
| 3Y | +47.1% | +77.7% | -30.6% | -22.0% |
| 5Y | +2.1% | +72.6% | -70.5% | -43.4% |
| 10Y | +203.7% | +308.2% | -104.5% | -26.5% |
| All | +216.2% | +337.3% | -121.1% | -27.8% |
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 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