+10,404.7%
SPGI vs MLM
+3,039.4%
+7,365.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.2% | +3.2% | -0.1% |
| 7D | +2.6% | -1.2% | +3.8% | +3.0% |
| 30D | +19.3% | +7.9% | +11.3% | +16.1% |
| 3M | +15.5% | -4.5% | +19.9% | +17.0% |
| 6M | +18.3% | -12.6% | +31.0% | +23.1% |
| YTD | -3.8% | -14.9% | +11.1% | +0.3% |
| 1Y | +1.3% | -13.1% | +14.4% | +4.9% |
| 3Y | +33.6% | +21.2% | +12.4% | +21.6% |
| 5Y | +13.2% | +32.0% | -18.8% | -0.8% |
| 10Y | +346.3% | +195.3% | +151.0% | +179.6% |
| All | +10,404.7% | +3,039.4% | +7,365.3% | +3,420.2% |
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