+4,558.2%
SPG vs MLM
+2,961.7%
+1,596.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | -2.4% | -2.9% | +0.5% | -1.2% |
| 30D | -6.8% | -6.8% | 0.0% | -4.0% |
| 3M | +2.7% | -11.2% | +13.9% | +7.6% |
| 6M | +5.5% | -21.8% | +27.3% | +16.7% |
| YTD | +15.7% | -17.0% | +32.7% | +24.0% |
| 1Y | +20.9% | -16.4% | +37.2% | +28.8% |
| 3Y | +112.4% | +14.5% | +97.9% | +93.2% |
| 5Y | +101.4% | +41.7% | +59.6% | +64.6% |
| 10Y | +60.6% | +200.0% | -139.4% | -6.0% |
| All | +4,558.2% | +2,961.7% | +1,596.5% | +1,470.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling