+18.0%
MLM vs SPXS
-80.8%
+98.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -1.8% |
| 7D | -5.8% | +1.5% | -7.3% | -5.0% |
| 30D | +9.8% | +6.3% | +3.5% | +12.3% |
| 3M | -5.2% | +4.2% | -9.4% | -3.4% |
| 6M | -10.3% | -7.9% | -2.4% | -11.0% |
| YTD | -15.5% | -27.5% | +12.0% | -20.7% |
| 1Y | -15.0% | -27.0% | +12.0% | -19.9% |
| All | +18.0% | -80.8% | +98.7% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling