-99.5%
MLEC vs SPY
+111.6%
-211.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +0.5% | +0.5% | 0.0% | +0.3% |
| 30D | -3.6% | -0.9% | -2.7% | -3.2% |
| 3M | -2.9% | +3.9% | -6.8% | -4.5% |
| 6M | -25.9% | +14.5% | -40.4% | -30.3% |
| YTD | +81.2% | +12.9% | +68.3% | +72.1% |
| 1Y | -59.1% | +19.4% | -78.5% | -62.0% |
| 3Y | -98.5% | +78.5% | -177.0% | -98.9% |
| 5Y | -99.5% | +81.8% | -181.3% | -99.7% |
| All | -99.5% | +111.6% | -211.1% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling