+72.2%
MLAB vs SPY
+14.6%
+57.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -1.5% |
| 7D | -3.9% | -0.7% | -3.2% | -3.0% |
| 30D | -11.3% | -1.0% | -10.2% | -10.0% |
| 3M | +24.9% | -0.3% | +25.3% | +25.7% |
| 6M | +22.9% | +7.3% | +15.5% | +12.4% |
| YTD | +61.5% | +13.3% | +48.1% | +37.7% |
| 1Y | +72.2% | +14.8% | +57.5% | +42.7% |
| All | +72.2% | +14.6% | +57.6% | +42.7% |
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