+16.6%
MLN vs SPY
+304.1%
-287.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | +4.8% | -3.7% | +8.5% | +5.2% |
| 3M | -2.2% | -2.7% | +0.6% | -1.9% |
| 6M | -1.8% | +2.2% | -4.0% | -2.2% |
| YTD | -0.1% | +10.8% | -10.9% | -1.4% |
| 1Y | -0.2% | +11.2% | -11.4% | -1.5% |
| 3Y | +12.5% | +76.5% | -64.0% | +4.1% |
| 5Y | -7.0% | +72.9% | -79.9% | -14.0% |
| 10Y | +16.6% | +304.8% | -288.2% | -6.9% |
| All | +16.6% | +304.1% | -287.5% | -6.9% |
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