+845.3%
MLI vs SPY
+312.5%
+532.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.8% |
| 7D | +2.9% | -0.4% | +3.3% | +3.4% |
| 30D | -7.3% | -1.4% | -5.9% | -5.7% |
| 3M | -5.8% | +3.7% | -9.5% | -10.0% |
| 6M | +12.3% | +13.0% | -0.7% | -3.4% |
| YTD | +12.0% | +12.4% | -0.4% | -3.0% |
| 1Y | +35.0% | +18.5% | +16.4% | +9.6% |
| 3Y | +265.4% | +77.6% | +187.7% | +81.7% |
| 5Y | +531.5% | +81.7% | +449.9% | +203.4% |
| 10Y | +845.3% | +319.7% | +525.6% | +49.1% |
| All | +845.3% | +312.5% | +532.8% | +49.1% |
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