+20,457.6%
MLI vs SPY
+3,091.8%
+17,365.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.0% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | -7.7% | +0.1% | -7.8% | -7.8% |
| 3M | -3.3% | +2.0% | -5.3% | -5.7% |
| 6M | +8.3% | +13.0% | -4.7% | -5.8% |
| YTD | +12.0% | +13.5% | -1.5% | -3.1% |
| 1Y | +32.7% | +20.0% | +12.7% | +7.8% |
| 3Y | +243.7% | +77.2% | +166.5% | +81.1% |
| 5Y | +520.8% | +81.9% | +438.9% | +216.0% |
| 10Y | +803.0% | +314.1% | +489.0% | +93.2% |
| All | +20,457.6% | +3,091.8% | +17,365.8% | +757.4% |
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