+145.5%
MLM vs SPY
+311.8%
-166.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -2.1% |
| 7D | -5.8% | -0.9% | -4.9% | -5.0% |
| 30D | +9.8% | -2.4% | +12.2% | +12.3% |
| 3M | -5.2% | -1.2% | -4.0% | -4.2% |
| 6M | -10.3% | +3.3% | -13.6% | -13.4% |
| YTD | -15.5% | +12.3% | -27.8% | -24.9% |
| 1Y | -15.0% | +12.4% | -27.5% | -24.7% |
| 3Y | +17.5% | +78.8% | -61.3% | -36.1% |
| 5Y | +30.5% | +75.2% | -44.6% | -27.0% |
| 10Y | +145.5% | +311.1% | -165.6% | -51.2% |
| All | +145.5% | +311.8% | -166.2% | -51.2% |
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