+666.5%
MLM vs SPXU
-100.0%
+766.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -2.1% |
| 7D | -4.1% | +7.6% | -11.7% | -1.1% |
| 30D | +8.2% | +17.5% | -9.3% | +15.1% |
| 3M | -3.6% | +14.7% | -18.2% | +2.0% |
| 6M | -15.6% | -0.1% | -15.5% | -14.2% |
| YTD | -16.4% | -19.8% | +3.4% | -20.3% |
| 1Y | -14.3% | -23.7% | +9.4% | -19.5% |
| 3Y | +19.3% | -79.5% | +98.8% | -23.1% |
| 5Y | +29.6% | -81.9% | +111.5% | -5.1% |
| 10Y | +189.9% | -99.5% | +289.4% | -19.4% |
| All | +666.5% | -100.0% | +766.5% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling