-67.7%
MLCI vs SPY
+3,091.8%
-3,159.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.2% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +9.9% | +0.1% | +9.8% | +9.9% |
| 3M | +9.9% | +2.0% | +7.9% | +7.4% |
| 6M | -36.1% | +13.0% | -49.1% | -43.2% |
| YTD | -60.2% | +13.5% | -73.7% | -64.7% |
| 1Y | -28.7% | +20.0% | -48.7% | -40.1% |
| 3Y | -24.0% | +77.2% | -101.2% | -57.5% |
| 5Y | -55.1% | +81.9% | -137.0% | -76.7% |
| 10Y | -29.0% | +314.1% | -343.1% | -85.8% |
| All | -67.7% | +3,091.8% | -3,159.5% | -98.1% |
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