+30.8%
MLTX vs SPY
+140.1%
-109.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.5% | -7.7% | -7.9% |
| 7D | -8.9% | -0.4% | -8.5% | -8.7% |
| 30D | -20.8% | -1.4% | -19.5% | -20.1% |
| 3M | -22.9% | +3.7% | -26.6% | -24.7% |
| 6M | -25.1% | +13.0% | -38.1% | -30.5% |
| YTD | +4.1% | +12.4% | -8.3% | -3.0% |
| 1Y | -75.9% | +18.5% | -94.5% | -78.6% |
| 3Y | -73.2% | +77.6% | -150.8% | -80.6% |
| 5Y | +38.9% | +81.7% | -42.8% | -1.1% |
| All | +30.8% | +140.1% | -109.3% | -14.7% |
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 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