+138.8%
MLM vs SPY
+307.0%
-168.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.4% |
| 7D | -0.9% | +2.6% | -3.5% | -3.4% |
| 30D | +9.0% | -2.0% | +11.0% | +11.1% |
| 3M | -5.6% | -2.8% | -2.8% | -3.0% |
| 6M | -10.7% | +2.1% | -12.8% | -12.8% |
| YTD | -17.2% | +11.5% | -28.6% | -25.9% |
| 1Y | -14.2% | +13.5% | -27.7% | -24.6% |
| 3Y | +15.6% | +77.7% | -62.1% | -36.7% |
| 5Y | +26.2% | +72.6% | -46.4% | -28.4% |
| All | +138.8% | +307.0% | -168.3% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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