+116.1%
SPG vs MLM
+149.0%
-32.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.9% |
| 7D | +5.6% | -2.9% | +8.4% | +7.3% |
| 30D | +17.6% | +10.4% | +7.2% | +10.5% |
| 3M | +7.5% | -3.7% | +11.2% | +9.3% |
| 6M | +18.5% | -10.3% | +28.8% | +24.6% |
| YTD | +30.9% | -14.8% | +45.7% | +40.5% |
| 1Y | +34.1% | -13.9% | +48.0% | +42.8% |
| 3Y | +135.5% | +18.4% | +117.1% | +98.2% |
| 5Y | +86.5% | +31.8% | +54.7% | +42.0% |
| 10Y | +116.1% | +143.4% | -27.3% | -2.1% |
| All | +116.1% | +149.0% | -32.9% | -2.1% |
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 · 6 months rolling