+181.2%
MLM vs SPYG
+388.2%
-207.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.5% |
| 7D | -4.1% | -3.6% | -0.5% | -1.5% |
| 30D | +8.2% | -11.2% | +19.3% | +17.7% |
| 3M | -3.6% | -8.1% | +4.5% | +2.2% |
| 6M | -15.6% | -3.3% | -12.3% | -14.4% |
| YTD | -16.4% | +5.5% | -22.0% | -21.0% |
| 1Y | -14.3% | +7.0% | -21.3% | -20.0% |
| 3Y | +19.3% | +89.5% | -70.2% | -31.7% |
| 5Y | +29.6% | +63.3% | -33.7% | -16.6% |
| All | +181.2% | +388.2% | -207.0% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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