+813.3%
MLM vs SPXS
-100.0%
+913.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -0.9% |
| 7D | -2.0% | -9.5% | +7.5% | -5.4% |
| 30D | +9.5% | +7.4% | +2.1% | +13.2% |
| 3M | -4.7% | +6.1% | -10.8% | -1.7% |
| 6M | -10.7% | -7.3% | -3.4% | -11.6% |
| YTD | -16.6% | -26.7% | +10.2% | -23.1% |
| 1Y | -15.4% | -26.2% | +10.8% | -21.5% |
| 3Y | +15.9% | -80.3% | +96.3% | -27.4% |
| 5Y | +27.1% | -83.4% | +110.6% | -10.7% |
| 10Y | +142.3% | -99.5% | +241.8% | -35.0% |
| All | +813.3% | -100.0% | +913.3% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling