+331.8%
SPGI vs MLM
+185.4%
+146.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.9% | -0.3% |
| 7D | +0.3% | -4.1% | +4.4% | +1.9% |
| 30D | +18.4% | +8.2% | +10.2% | +14.8% |
| 3M | +15.7% | -3.6% | +19.3% | +17.0% |
| 6M | +17.3% | -15.6% | +32.8% | +24.2% |
| YTD | -4.7% | -16.4% | +11.7% | +0.5% |
| 1Y | +1.8% | -14.3% | +16.2% | +6.2% |
| 3Y | +31.7% | +19.3% | +12.4% | +18.1% |
| 5Y | +12.1% | +29.6% | -17.5% | -4.4% |
| All | +331.8% | +185.4% | +146.4% | +161.3% |
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 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