-90.9%
MLEC vs SPY
+14.6%
-105.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.3% |
| 7D | -43.7% | -0.7% | -43.0% | -43.4% |
| 30D | -82.5% | -1.0% | -81.5% | -82.4% |
| 3M | -88.2% | -0.3% | -87.9% | -88.2% |
| 6M | -91.9% | +7.3% | -99.2% | -92.5% |
| YTD | -77.8% | +13.3% | -91.1% | -79.2% |
| 1Y | -90.9% | +14.8% | -105.6% | -91.7% |
| All | -90.9% | +14.6% | -105.5% | -91.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling