+808.8%
MLM vs SPXS
-100.0%
+908.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 3M | -11.2% | -4.7% | -6.5% | -12.1% |
| 6M | -21.8% | -29.6% | +7.8% | -29.9% |
| YTD | -17.0% | -29.8% | +12.8% | -25.3% |
| 1Y | -16.4% | -38.9% | +22.6% | -28.0% |
| 3Y | +14.5% | -79.6% | +94.1% | -27.2% |
| 5Y | +41.7% | -85.9% | +127.7% | -6.5% |
| 10Y | +200.0% | -99.5% | +299.6% | -21.0% |
| All | +808.8% | -100.0% | +908.8% | -49.1% |
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 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