+27.1%
MLM vs SPXU
-83.8%
+110.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.0% |
| 7D | -2.0% | -9.4% | +7.4% | -4.9% |
| 30D | +9.5% | +7.4% | +2.1% | +12.8% |
| 3M | -4.7% | +6.2% | -10.9% | -2.0% |
| 6M | -10.7% | -7.2% | -3.5% | -11.4% |
| YTD | -16.6% | -26.8% | +10.2% | -22.4% |
| 1Y | -15.4% | -26.3% | +10.9% | -20.8% |
| 3Y | +15.9% | -80.6% | +96.6% | -25.1% |
| 5Y | +27.1% | -83.6% | +110.7% | -8.0% |
| All | +27.1% | -83.8% | +110.9% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling