-27.6%
MLCI vs SPY
+322.5%
-350.1%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | +21.9% | -1.1% | +22.9% | +22.6% |
| 3M | +4.2% | +3.9% | +0.3% | +2.1% |
| 6M | -37.7% | +13.6% | -51.4% | -41.6% |
| YTD | -60.2% | +12.7% | -72.8% | -62.4% |
| 1Y | -29.3% | +17.5% | -46.8% | -34.7% |
| 3Y | -23.1% | +76.9% | -100.0% | -42.3% |
| 5Y | -55.7% | +83.6% | -139.3% | -67.8% |
| All | -27.6% | +322.5% | -350.1% | -60.7% |
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