+49.8%
MYLD vs SPY
+67.6%
-17.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -1.0% |
| 7D | -2.9% | -0.9% | -2.0% | -2.2% |
| 30D | +2.6% | -2.4% | +5.0% | +4.6% |
| 3M | +0.2% | -1.2% | +1.3% | +1.0% |
| 6M | +13.0% | +3.3% | +9.7% | +9.5% |
| YTD | +26.8% | +12.3% | +14.5% | +14.0% |
| 1Y | +33.1% | +12.4% | +20.7% | +19.5% |
| All | +49.8% | +67.6% | -17.7% | -3.8% |
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