+59.6%
SPG vs MLM
+199.9%
-140.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.7% |
| 7D | -2.4% | -2.9% | +0.5% | -0.8% |
| 30D | -6.8% | -6.8% | 0.0% | -3.1% |
| 3M | +2.7% | -11.2% | +13.9% | +9.1% |
| 6M | +5.5% | -21.8% | +27.3% | +20.5% |
| YTD | +15.7% | -17.0% | +32.7% | +26.4% |
| 1Y | +20.9% | -16.4% | +37.2% | +30.9% |
| 3Y | +112.4% | +14.5% | +97.9% | +83.2% |
| 5Y | +101.4% | +41.7% | +59.6% | +47.4% |
| All | +59.6% | +199.9% | -140.3% | -27.4% |
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 · 6 months rolling