+11.0%
MLAB vs SPY
+315.0%
-304.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -2.5% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | +0.2% | -3.3% | +3.6% | +3.5% |
| 3M | +24.7% | -2.4% | +27.1% | +27.7% |
| 6M | +22.5% | +2.6% | +19.9% | +19.9% |
| YTD | +63.6% | +11.2% | +52.3% | +48.9% |
| 1Y | +69.3% | +13.4% | +55.9% | +51.7% |
| 3Y | +52.1% | +79.9% | -27.8% | -4.4% |
| 5Y | -58.3% | +72.2% | -130.5% | -73.0% |
| 10Y | +11.0% | +307.3% | -296.3% | -75.5% |
| All | +11.0% | +315.0% | -304.0% | -75.5% |
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