+206.1%
MLM vs SPY
+313.4%
-107.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -6.8% | +0.1% | -6.9% | -6.9% |
| 3M | -11.2% | +2.0% | -13.2% | -13.1% |
| 6M | -21.8% | +13.0% | -34.9% | -31.0% |
| YTD | -17.0% | +13.5% | -30.5% | -27.0% |
| 1Y | -16.4% | +20.0% | -36.3% | -30.5% |
| 3Y | +14.5% | +77.2% | -62.7% | -37.0% |
| 5Y | +41.7% | +81.9% | -40.1% | -23.7% |
| All | +206.1% | +313.4% | -107.3% | -36.7% |
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