+214.5%
MLR vs SPY
+311.3%
-96.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +2.3% | +0.5% | +1.8% | +1.9% |
| 30D | +2.3% | -0.9% | +3.2% | +3.0% |
| 3M | +16.5% | +3.9% | +12.6% | +12.9% |
| 6M | +22.5% | +14.5% | +8.0% | +9.8% |
| YTD | +50.6% | +12.9% | +37.7% | +36.5% |
| 1Y | +36.5% | +19.4% | +17.1% | +18.4% |
| 3Y | +48.6% | +78.5% | -29.8% | -4.0% |
| 5Y | +67.6% | +81.8% | -14.1% | +5.5% |
| 10Y | +214.5% | +311.5% | -97.0% | -9.9% |
| All | +214.5% | +311.3% | -96.8% | -9.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling