+19.2%
MLTX vs SPY
+138.1%
-119.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.6% |
| 7D | +8.4% | +2.6% | +5.8% | +6.7% |
| 30D | +23.3% | -2.0% | +25.3% | +25.2% |
| 3M | -24.2% | -2.8% | -21.5% | -22.6% |
| 6M | -32.1% | +2.1% | -34.2% | -32.8% |
| YTD | -5.2% | +11.5% | -16.6% | -10.9% |
| 1Y | -0.5% | +13.5% | -13.9% | -7.4% |
| 3Y | -65.9% | +77.7% | -143.6% | -75.2% |
| 5Y | +26.4% | +72.6% | -46.2% | -8.3% |
| All | +19.2% | +138.1% | -119.0% | -21.7% |
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