+17,638.7%
MLI vs SPY
+3,015.5%
+14,623.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | -1.0% | -0.6% | -0.4% | -0.3% |
| 30D | -9.4% | -3.7% | -5.7% | -5.5% |
| 3M | -20.0% | -2.7% | -17.2% | -17.4% |
| 6M | -21.5% | +2.2% | -23.6% | -23.6% |
| YTD | -3.4% | +10.8% | -14.2% | -14.1% |
| 1Y | +3.2% | +11.2% | -8.0% | -8.5% |
| 3Y | +198.0% | +76.5% | +121.5% | +57.7% |
| 5Y | +303.4% | +72.9% | +230.4% | +117.1% |
| 10Y | +707.8% | +304.8% | +403.0% | +77.0% |
| All | +17,638.7% | +3,015.5% | +14,623.2% | +660.0% |
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