+573.2%
SPMO vs MLM
+239.0%
+334.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.2% |
| 7D | +2.0% | -2.9% | +4.9% | +2.8% |
| 30D | -0.4% | -6.8% | +6.5% | +1.5% |
| 3M | -1.9% | -11.2% | +9.3% | +0.9% |
| 6M | +25.0% | -21.8% | +46.9% | +33.2% |
| YTD | +26.0% | -17.0% | +43.0% | +31.6% |
| 1Y | +28.7% | -16.4% | +45.0% | +33.9% |
| 3Y | +160.9% | +14.5% | +146.4% | +147.0% |
| 5Y | +147.9% | +41.7% | +106.2% | +119.1% |
| 10Y | +518.9% | +200.0% | +318.9% | +351.0% |
| All | +573.2% | +239.0% | +334.3% | +388.2% |
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