+29.8%
MLM vs SPY
+71.5%
-41.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +0.2% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | +11.0% | -3.3% | +14.3% | +14.5% |
| 3M | -3.1% | -2.4% | -0.6% | -0.9% |
| 6M | -9.8% | +2.6% | -12.3% | -12.2% |
| YTD | -14.4% | +11.2% | -25.6% | -23.0% |
| 1Y | -12.6% | +13.4% | -25.9% | -22.8% |
| 3Y | +19.7% | +79.9% | -60.2% | -35.4% |
| 5Y | +29.8% | +72.2% | -42.4% | -25.9% |
| All | +29.8% | +71.5% | -41.7% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling