+13.6%
MLTX vs SPY
+67.4%
-53.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.4% | +6.5% |
| 7D | -2.1% | -2.7% | +0.6% | -0.1% |
| 30D | +7.1% | -5.4% | +12.5% | +11.5% |
| 3M | -36.1% | -4.1% | -32.0% | -34.0% |
| 6M | -34.9% | +0.7% | -35.6% | -35.0% |
| YTD | -12.5% | +8.7% | -21.2% | -16.9% |
| 1Y | +12.1% | +10.9% | +1.2% | +5.1% |
| 3Y | -68.3% | +75.0% | -143.3% | -77.5% |
| All | +13.6% | +67.4% | -53.8% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling