-11.7%
SPCX vs MLM
-7.1%
-4.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.5% | +3.3% | +5.2% |
| 7D | +4.2% | -3.8% | +8.0% | +5.3% |
| 30D | -12.6% | +11.0% | -23.6% | -14.7% |
| 3M | +6.7% | -3.1% | +9.8% | +9.6% |
| All | -11.7% | -7.1% | -4.7% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling