-2.2%
SPOT vs MLM
-12.5%
+10.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.9% |
| 7D | +2.5% | -3.8% | +6.4% | +2.6% |
| 30D | +15.1% | +11.0% | +4.1% | +15.5% |
| 3M | +24.8% | -3.1% | +27.8% | +24.3% |
| 6M | +45.8% | -9.8% | +55.6% | +44.8% |
| YTD | +4.9% | -14.4% | +19.2% | +4.1% |
| All | -2.2% | -12.5% | +10.3% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling