+1,788.3%
MLM vs SPYG
+513.6%
+1,274.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.5% |
| 7D | -4.1% | -3.6% | -0.5% | -1.4% |
| 30D | +8.2% | -11.2% | +19.3% | +18.0% |
| 3M | -3.6% | -8.1% | +4.5% | +2.4% |
| 6M | -15.6% | -3.3% | -12.3% | -14.3% |
| 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% | -30.7% |
| 5Y | +29.6% | +63.3% | -33.7% | -15.7% |
| 10Y | +189.9% | +395.1% | -205.2% | -22.5% |
| All | +1,788.3% | +513.6% | +1,274.7% | +201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling