+671.7%
MLI vs SPY
+307.0%
+364.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +3.6% | +2.6% | +1.0% | +0.5% |
| 30D | -9.6% | -2.0% | -7.7% | -7.5% |
| 3M | -17.4% | -2.8% | -14.6% | -14.6% |
| 6M | -20.9% | +2.1% | -23.0% | -23.2% |
| YTD | -3.5% | +11.5% | -15.0% | -15.6% |
| 1Y | +3.6% | +13.5% | -9.9% | -11.3% |
| 3Y | +194.7% | +77.7% | +117.0% | +46.6% |
| 5Y | +285.8% | +72.6% | +213.2% | +98.3% |
| All | +671.7% | +307.0% | +364.7% | +34.7% |
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