+18.5%
MLM vs SPYG
+98.8%
-80.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.2% |
| 7D | -2.9% | +0.4% | -3.3% | -3.1% |
| 30D | -6.8% | -0.4% | -6.4% | -6.6% |
| 3M | -11.2% | +0.5% | -11.8% | -11.6% |
| 6M | -21.8% | +17.5% | -39.3% | -29.0% |
| YTD | -17.0% | +14.3% | -31.3% | -23.5% |
| 1Y | -16.4% | +21.7% | -38.1% | -25.9% |
| All | +18.5% | +98.8% | -80.3% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling