+27.1%
MLM vs SPXS
-83.7%
+110.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.0% |
| 7D | -2.0% | -9.5% | +7.5% | -5.0% |
| 30D | +9.5% | +7.4% | +2.1% | +12.8% |
| 3M | -4.7% | +6.1% | -10.8% | -2.0% |
| 6M | -10.7% | -7.3% | -3.4% | -11.4% |
| YTD | -16.6% | -26.7% | +10.2% | -22.4% |
| 1Y | -15.4% | -26.2% | +10.8% | -20.8% |
| 3Y | +15.9% | -80.3% | +96.3% | -24.6% |
| 5Y | +27.1% | -83.4% | +110.6% | -7.5% |
| All | +27.1% | -83.7% | +110.8% | -7.5% |
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