+5,036.6%
SPG vs MLM
+3,210.3%
+1,826.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +1.8% |
| 7D | +8.2% | +9.1% | -1.0% | +4.0% |
| 30D | +13.5% | +14.6% | -1.2% | +6.6% |
| 3M | +2.2% | +0.3% | +1.9% | +1.8% |
| 6M | +15.9% | -7.5% | +23.3% | +18.9% |
| YTD | +27.6% | -10.2% | +37.8% | +31.8% |
| 1Y | +30.9% | -10.5% | +41.4% | +35.4% |
| 3Y | +124.5% | +27.8% | +96.7% | +94.7% |
| 5Y | +79.9% | +38.9% | +40.9% | +48.2% |
| 10Y | +112.9% | +211.4% | -98.5% | +22.3% |
| All | +5,036.6% | +3,210.3% | +1,826.4% | +1,569.6% |
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