-61.7%
MLCO vs SPY
+79.8%
-141.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.3% |
| 7D | -3.3% | -2.0% | -1.3% | -1.0% |
| 30D | -9.7% | -1.7% | -8.1% | -8.0% |
| 3M | -11.0% | +4.7% | -15.7% | -16.3% |
| 6M | -9.9% | +12.5% | -22.4% | -22.5% |
| YTD | -33.8% | +11.7% | -45.5% | -42.5% |
| 1Y | -48.5% | +17.5% | -66.0% | -58.0% |
| 3Y | -50.6% | +76.6% | -127.2% | -76.9% |
| 5Y | -61.7% | +82.0% | -143.7% | -80.4% |
| All | -61.7% | +79.8% | -141.5% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling