-22.6%
MLCI vs SPY
+75.5%
-98.1%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | -0.9% | -2.0% | +1.1% | 0.0% |
| 30D | +14.0% | -1.7% | +15.7% | +14.9% |
| 3M | +9.4% | +4.7% | +4.7% | +7.1% |
| 6M | -37.8% | +12.5% | -50.3% | -41.2% |
| YTD | -59.9% | +11.7% | -71.6% | -61.9% |
| 1Y | -27.8% | +17.5% | -45.3% | -32.6% |
| All | -22.6% | +75.5% | -98.1% | -38.2% |
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