+832.5%
MLM vs SPXS
-100.0%
+932.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.1% |
| 7D | -2.9% | +0.4% | -3.3% | -2.1% |
| 30D | +10.4% | +10.8% | -0.4% | +15.4% |
| 3M | -3.7% | +9.6% | -13.4% | +0.5% |
| 6M | -10.3% | -4.7% | -5.5% | -10.3% |
| YTD | -14.8% | -24.6% | +9.7% | -20.6% |
| 1Y | -13.9% | -24.6% | +10.7% | -19.4% |
| 3Y | +18.4% | -79.8% | +98.1% | -25.1% |
| 5Y | +31.8% | -83.3% | +115.1% | -7.3% |
| 10Y | +143.4% | -99.5% | +242.9% | -33.8% |
| All | +832.5% | -100.0% | +932.5% | -45.9% |
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