-14.2%
MLM vs SPXU
-26.3%
+12.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.4% |
| 7D | -0.9% | -7.6% | +6.7% | -3.0% |
| 30D | +9.0% | +5.3% | +3.7% | +11.2% |
| 3M | -5.6% | +9.6% | -15.2% | -2.2% |
| 6M | -10.7% | -4.5% | -6.2% | -10.4% |
| YTD | -17.2% | -25.9% | +8.7% | -23.1% |
| 1Y | -14.2% | -28.9% | +14.6% | -21.0% |
| All | -14.2% | -26.3% | +12.1% | -21.0% |
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