+42.2%
MLAB vs SPY
+75.1%
-32.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.2% | +7.0% |
| 7D | +0.3% | -2.7% | +3.0% | +4.5% |
| 30D | -1.3% | -5.4% | +4.1% | +7.2% |
| 3M | +27.1% | -4.1% | +31.2% | +35.4% |
| 6M | +21.4% | +0.7% | +20.7% | +20.0% |
| YTD | +64.1% | +8.7% | +55.4% | +44.7% |
| 1Y | +72.4% | +10.9% | +61.5% | +47.6% |
| 3Y | +42.2% | +75.0% | -32.8% | -51.3% |
| All | +42.2% | +75.1% | -32.9% | -51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling