-99.5%
MLEC vs SPY
+112.8%
-212.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.8% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -2.4% | +0.1% | -2.4% | -2.4% |
| 3M | -13.8% | +2.0% | -15.8% | -14.5% |
| 6M | -29.6% | +13.0% | -42.6% | -33.4% |
| YTD | +81.2% | +13.5% | +67.6% | +71.7% |
| 1Y | -60.8% | +20.0% | -80.8% | -63.7% |
| 3Y | -98.6% | +77.2% | -175.8% | -98.9% |
| 5Y | -99.5% | +81.9% | -181.4% | -99.7% |
| All | -99.5% | +112.8% | -212.3% | -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 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