-13.9%
MLM vs SPXU
-26.1%
+12.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.2% |
| 7D | -2.9% | +0.5% | -3.4% | -2.2% |
| 30D | +10.4% | +10.9% | -0.5% | +14.5% |
| 3M | -3.7% | +9.6% | -13.3% | -0.3% |
| 6M | -10.3% | -4.7% | -5.6% | -10.2% |
| YTD | -14.8% | -24.6% | +9.8% | -20.6% |
| 1Y | -13.9% | -24.7% | +10.9% | -19.6% |
| All | -13.9% | -26.1% | +12.2% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling