+49.0%
MYLD vs SPY
+68.5%
-19.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.4% |
| 7D | +0.8% | +0.5% | +0.3% | +0.3% |
| 30D | -1.6% | -0.9% | -0.6% | -0.8% |
| 3M | +9.0% | +3.9% | +5.1% | +5.3% |
| 6M | +18.5% | +14.5% | +3.9% | +4.9% |
| YTD | +26.1% | +12.9% | +13.1% | +13.0% |
| 1Y | +30.9% | +19.4% | +11.6% | +11.6% |
| All | +49.0% | +68.5% | -19.5% | -4.6% |
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