+181.2%
MLM vs SPXS
-99.5%
+280.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -2.1% |
| 7D | -4.1% | +7.5% | -11.6% | -1.3% |
| 30D | +8.2% | +17.5% | -9.3% | +14.7% |
| 3M | -3.6% | +14.7% | -18.3% | +1.7% |
| 6M | -15.6% | -0.1% | -15.4% | -14.3% |
| YTD | -16.4% | -19.7% | +3.3% | -20.1% |
| 1Y | -14.3% | -23.6% | +9.3% | -19.1% |
| 3Y | +19.3% | -79.2% | +98.5% | -20.8% |
| 5Y | +29.6% | -81.7% | +111.3% | -3.0% |
| All | +181.2% | -99.5% | +280.7% | -41.8% |
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