-70.2%
MLCO vs SPY
+673.7%
-743.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.0% |
| 7D | +1.0% | +0.5% | +0.4% | +0.3% |
| 30D | -7.2% | -0.9% | -6.3% | -6.1% |
| 3M | -13.9% | +3.9% | -17.8% | -18.7% |
| 6M | -8.2% | +14.5% | -22.8% | -23.8% |
| YTD | -32.4% | +12.9% | -45.3% | -42.7% |
| 1Y | -46.7% | +19.4% | -66.1% | -58.1% |
| 3Y | -49.6% | +78.5% | -128.0% | -77.0% |
| 5Y | -64.5% | +81.8% | -146.3% | -83.7% |
| 10Y | -60.4% | +311.5% | -371.9% | -94.1% |
| All | -70.2% | +673.7% | -743.9% | -97.8% |
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 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