+110.9%
SPG vs MLM
+185.4%
-74.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.9% |
| 7D | +4.9% | -4.1% | +9.0% | +7.4% |
| 30D | +15.6% | +8.2% | +7.4% | +10.1% |
| 3M | +4.1% | -3.6% | +7.7% | +5.7% |
| 6M | +13.6% | -15.6% | +29.1% | +23.8% |
| YTD | +27.5% | -16.4% | +44.0% | +38.3% |
| 1Y | +32.2% | -14.3% | +46.6% | +41.1% |
| 3Y | +126.0% | +19.3% | +106.7% | +89.9% |
| 5Y | +74.7% | +29.6% | +45.2% | +35.2% |
| All | +110.9% | +185.4% | -74.5% | -0.5% |
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