+5,359.6%
MLAB vs SPY
+3,091.8%
+2,267.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +24.7% | +0.1% | +24.6% | +24.7% |
| 3M | +17.2% | +2.0% | +15.2% | +16.3% |
| 6M | +38.0% | +13.0% | +25.0% | +31.5% |
| YTD | +63.5% | +13.5% | +50.0% | +55.5% |
| 1Y | +99.9% | +20.0% | +80.0% | +86.4% |
| 3Y | -7.3% | +77.2% | -84.5% | -24.0% |
| 5Y | -52.2% | +81.9% | -134.1% | -61.1% |
| 10Y | +18.9% | +314.1% | -295.2% | -22.6% |
| All | +5,359.6% | +3,091.8% | +2,267.9% | +985.1% |
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