+308.3%
SPGI vs MLM
+199.9%
+108.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | +0.1% | -2.9% | +3.0% | +1.2% |
| 30D | +8.4% | -6.8% | +15.2% | +11.2% |
| 3M | +11.8% | -11.2% | +23.1% | +16.4% |
| 6M | +5.7% | -21.8% | +27.5% | +15.1% |
| YTD | -9.7% | -17.0% | +7.3% | -4.4% |
| 1Y | -12.5% | -16.4% | +3.9% | -7.9% |
| 3Y | +21.8% | +14.5% | +7.3% | +10.9% |
| 5Y | +8.2% | +41.7% | -33.6% | -10.7% |
| All | +308.3% | +199.9% | +108.4% | +139.7% |
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