-4.8%
SPOT vs MLM
-14.6%
+9.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | -3.0% | -5.8% | +2.9% | -2.8% |
| 30D | +15.2% | +9.8% | +5.4% | +15.7% |
| 3M | +21.6% | -5.2% | +26.8% | +21.1% |
| 6M | +45.2% | -10.3% | +55.5% | +44.3% |
| YTD | +4.9% | -15.5% | +20.4% | +4.2% |
| 1Y | -4.8% | -15.0% | +10.3% | -5.2% |
| All | -4.8% | -14.6% | +9.8% | -5.2% |
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 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