+5,749.7%
MLAB vs SPY
+3,015.5%
+2,734.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.3% |
| 7D | +9.1% | -0.6% | +9.7% | +9.4% |
| 30D | +7.4% | -3.7% | +11.1% | +9.1% |
| 3M | +34.9% | -2.7% | +37.6% | +36.6% |
| 6M | +31.2% | +2.2% | +29.0% | +30.3% |
| YTD | +75.2% | +10.8% | +64.4% | +68.5% |
| 1Y | +68.4% | +11.2% | +57.2% | +61.8% |
| 3Y | +64.1% | +76.5% | -12.4% | +35.0% |
| 5Y | -55.8% | +72.9% | -128.8% | -63.4% |
| 10Y | +19.4% | +304.8% | -285.4% | -21.4% |
| All | +5,749.7% | +3,015.5% | +2,734.2% | +1,075.8% |
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