+73.3%
SPG vs MLM
+30.6%
+42.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.2% | +4.3% | +1.6% |
| 7D | +5.0% | -1.2% | +6.2% | +5.6% |
| 30D | +12.3% | +7.9% | +4.4% | +8.2% |
| 3M | +1.9% | -4.5% | +6.3% | +3.7% |
| 6M | +14.4% | -12.6% | +27.1% | +20.9% |
| YTD | +26.5% | -14.9% | +41.4% | +34.1% |
| 1Y | +30.7% | -13.1% | +43.7% | +36.9% |
| 3Y | +122.6% | +21.2% | +101.4% | +88.4% |
| 5Y | +73.3% | +32.0% | +41.3% | +35.8% |
| All | +73.3% | +30.6% | +42.7% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling