+3,070.5%
MLM vs SPY
+2,772.7%
+297.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 3M | -11.2% | +2.0% | -13.2% | -12.9% |
| 6M | -21.8% | +13.0% | -34.9% | -30.1% |
| YTD | -17.0% | +13.5% | -30.5% | -26.0% |
| 1Y | -16.4% | +20.0% | -36.3% | -29.2% |
| 3Y | +14.5% | +77.2% | -62.7% | -32.4% |
| 5Y | +41.7% | +81.9% | -40.1% | -17.6% |
| 10Y | +200.0% | +314.1% | -114.0% | -14.8% |
| All | +3,070.5% | +2,772.7% | +297.9% | +168.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling