-50.8%
MLCO vs SPY
+77.0%
-127.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.1% |
| 7D | -3.1% | -0.8% | -2.3% | -2.4% |
| 30D | -8.5% | -1.1% | -7.5% | -7.7% |
| 3M | -9.2% | +3.9% | -13.0% | -12.5% |
| 6M | -9.5% | +13.6% | -23.1% | -20.0% |
| YTD | -33.3% | +12.7% | -46.0% | -40.4% |
| 1Y | -49.3% | +17.5% | -66.8% | -56.5% |
| 3Y | -50.8% | +76.9% | -127.7% | -71.8% |
| All | -50.8% | +77.0% | -127.8% | -71.8% |
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