+427.1%
SPMO vs MLM
+161.0%
+266.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.2% |
| 7D | -8.7% | -4.1% | -4.6% | -7.5% |
| 30D | -18.7% | +8.2% | -26.9% | -20.8% |
| 3M | -16.4% | -3.6% | -12.8% | -15.7% |
| 6M | -11.9% | -15.6% | +3.7% | -7.8% |
| YTD | +4.9% | -16.4% | +21.3% | +9.6% |
| 1Y | +6.2% | -14.3% | +20.5% | +10.1% |
| 3Y | +115.1% | +19.3% | +95.8% | +99.0% |
| 5Y | +102.2% | +29.6% | +72.6% | +79.3% |
| All | +427.1% | +161.0% | +266.1% | +260.1% |
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 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