+15.9%
MLAB vs SPY
+313.2%
-297.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +24.7% | +0.1% | +24.6% | +24.6% |
| 3M | +17.2% | +2.0% | +15.2% | +15.0% |
| 6M | +38.0% | +13.0% | +25.0% | +23.6% |
| YTD | +63.5% | +13.5% | +50.0% | +45.9% |
| 1Y | +99.9% | +20.0% | +80.0% | +70.4% |
| 3Y | -7.3% | +77.2% | -84.5% | -41.1% |
| 5Y | -52.2% | +81.9% | -134.1% | -70.4% |
| All | +15.9% | +313.2% | -297.3% | -65.5% |
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