+43.5%
MLM vs SPXS
-86.0%
+129.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +1.6% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | -6.8% | +0.8% | -7.6% | -6.5% |
| 3M | -11.2% | -4.7% | -6.5% | -11.9% |
| 6M | -21.8% | -29.6% | +7.8% | -29.1% |
| YTD | -17.0% | -29.8% | +12.8% | -24.5% |
| 1Y | -16.4% | -38.9% | +22.6% | -26.9% |
| 3Y | +14.5% | -79.6% | +94.1% | -24.7% |
| All | +43.5% | -86.0% | +129.5% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling