+114.4%
SPMO vs MLM
+25.7%
+88.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +6.3% | -0.9% | +7.2% | +6.7% |
| 30D | -8.9% | +9.0% | -17.9% | -11.9% |
| 3M | -13.2% | -5.6% | -7.7% | -11.6% |
| 6M | -9.3% | -10.7% | +1.4% | -6.3% |
| YTD | +11.6% | -17.2% | +28.7% | +17.9% |
| 1Y | +13.4% | -14.2% | +27.6% | +18.0% |
| 3Y | +122.9% | +15.6% | +107.3% | +101.0% |
| All | +114.4% | +25.7% | +88.7% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling