-67.5%
MLCI vs SPY
+3,074.3%
-3,141.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +1.1% |
| 7D | -2.1% | +0.5% | -2.7% | -2.6% |
| 30D | +7.3% | -0.9% | +8.2% | +8.3% |
| 3M | +18.6% | +3.9% | +14.7% | +14.0% |
| 6M | -33.8% | +14.5% | -48.4% | -41.9% |
| YTD | -59.9% | +12.9% | -72.8% | -64.3% |
| 1Y | -28.7% | +19.4% | -48.1% | -39.9% |
| 3Y | -23.1% | +78.5% | -101.6% | -57.3% |
| 5Y | -55.1% | +81.8% | -136.9% | -76.8% |
| 10Y | -27.7% | +311.5% | -339.2% | -85.5% |
| All | -67.5% | +3,074.3% | -3,141.8% | -98.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling