+206.2%
MLM vs SPXU
-99.5%
+305.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | 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% | -12.0% |
| 6M | -21.8% | -29.6% | +7.8% | -29.2% |
| YTD | -17.0% | -29.9% | +12.9% | -24.6% |
| 1Y | -16.4% | -39.1% | +22.7% | -27.1% |
| 3Y | +14.5% | -80.0% | +94.5% | -24.9% |
| 5Y | +41.7% | -86.0% | +127.8% | -3.3% |
| All | +206.2% | -99.5% | +305.7% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling