+216.1%
MILN vs SPY
+345.4%
-129.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -1.8% | +0.1% | -1.9% | -1.9% |
| 3M | +6.4% | +2.0% | +4.4% | +3.9% |
| 6M | +5.2% | +13.0% | -7.8% | -8.2% |
| YTD | -3.1% | +13.5% | -16.7% | -15.9% |
| 1Y | -9.2% | +20.0% | -29.2% | -25.7% |
| 3Y | +41.7% | +77.2% | -35.5% | -24.3% |
| 5Y | +1.9% | +81.9% | -79.9% | -46.4% |
| 10Y | +194.6% | +314.1% | -119.5% | -29.7% |
| All | +216.1% | +345.4% | -129.3% | -29.1% |
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