+66.1%
MLN vs SPY
+640.9%
-574.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | +0.1% |
| 7D | +0.7% | -2.7% | +3.4% | +0.8% |
| 30D | +6.0% | -5.4% | +11.4% | +6.2% |
| 3M | -1.2% | -4.1% | +2.8% | -1.1% |
| 6M | -1.7% | +0.7% | -2.4% | -1.7% |
| YTD | +0.3% | +8.7% | -8.4% | 0.0% |
| 1Y | +0.2% | +10.9% | -10.6% | -0.1% |
| 3Y | +14.3% | +75.0% | -60.7% | +12.6% |
| 5Y | -6.4% | +67.8% | -74.1% | -7.9% |
| 10Y | +14.5% | +312.9% | -298.4% | +13.0% |
| All | +66.1% | +640.9% | -574.8% | +74.6% |
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