+572.3%
MLR vs SPY
+2,821.7%
-2,249.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +10.3% | +0.1% | +10.2% | +10.2% |
| 3M | +15.5% | +2.0% | +13.5% | +13.8% |
| 6M | +25.8% | +13.0% | +12.8% | +15.2% |
| YTD | +51.4% | +13.5% | +37.9% | +38.2% |
| 1Y | +36.7% | +20.0% | +16.7% | +20.0% |
| 3Y | +45.0% | +77.2% | -32.2% | -1.8% |
| 5Y | +66.6% | +81.9% | -15.3% | +9.5% |
| 10Y | +217.1% | +314.1% | -97.0% | +18.5% |
| All | +572.3% | +2,821.7% | -2,249.5% | -25.7% |
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