+153.5%
MLM vs SPXS
-99.5%
+253.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.0% | +9.5% | +0.1% |
| 7D | -3.8% | -1.5% | -2.3% | -3.8% |
| 30D | +11.0% | +9.6% | +1.4% | +15.1% |
| 3M | -3.1% | +8.5% | -11.5% | +0.5% |
| 6M | -9.8% | -5.8% | -4.0% | -10.1% |
| YTD | -14.4% | -25.4% | +11.0% | -19.9% |
| 1Y | -12.6% | -28.8% | +16.3% | -19.2% |
| 3Y | +19.7% | -80.9% | +100.6% | -22.6% |
| 5Y | +29.8% | -83.1% | +112.9% | -5.1% |
| 10Y | +153.5% | -99.5% | +253.0% | -31.6% |
| All | +153.5% | -99.5% | +253.0% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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