-63.2%
SPCH vs MLM
-5.7%
-57.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.4% | -9.9% | -7.4% |
| 7D | -13.4% | +9.1% | -22.5% | -13.2% |
| 30D | -39.6% | +14.6% | -54.3% | -39.9% |
| 3M | -1.4% | +0.3% | -1.7% | +0.7% |
| All | -63.2% | -5.7% | -57.5% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · Available span rolling