+469.5%
SPMO vs MLM
+140.5%
+328.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | +1.8% | -5.8% | +7.6% | +3.8% |
| 30D | -10.0% | +9.8% | -19.8% | -12.8% |
| 3M | -9.4% | -5.2% | -4.2% | -8.1% |
| 6M | -7.7% | -10.3% | +2.6% | -5.3% |
| YTD | +13.3% | -15.5% | +28.8% | +18.0% |
| 1Y | +12.7% | -15.0% | +27.7% | +17.1% |
| 3Y | +127.5% | +17.5% | +110.0% | +111.5% |
| 5Y | +119.7% | +30.5% | +89.1% | +94.3% |
| 10Y | +469.5% | +145.5% | +324.0% | +287.3% |
| All | +469.5% | +140.5% | +328.9% | +287.3% |
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