+9,762.1%
SPGI vs MLM
+2,961.7%
+6,800.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | +0.1% | -2.9% | +3.0% | +1.1% |
| 30D | +8.4% | -6.8% | +15.2% | +10.9% |
| 3M | +11.8% | -11.2% | +23.1% | +16.0% |
| 6M | +5.7% | -21.8% | +27.5% | +14.1% |
| YTD | -9.7% | -17.0% | +7.3% | -4.9% |
| 1Y | -12.5% | -16.4% | +3.9% | -8.2% |
| 3Y | +21.8% | +14.5% | +7.3% | +13.0% |
| 5Y | +8.2% | +41.7% | -33.6% | -7.6% |
| 10Y | +309.5% | +200.0% | +109.5% | +155.1% |
| All | +9,762.1% | +2,961.7% | +6,800.3% | +3,236.1% |
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