+260.6%
SPOT vs MLM
+18.7%
+241.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | 0.0% | -1.4% |
| 7D | +1.6% | -4.1% | +5.7% | +2.6% |
| 30D | +17.6% | +8.2% | +9.4% | +15.7% |
| 3M | +26.9% | -3.6% | +30.5% | +27.9% |
| 6M | +41.8% | -15.6% | +57.4% | +47.0% |
| YTD | +3.8% | -16.4% | +20.3% | +6.8% |
| 1Y | -2.5% | -14.3% | +11.9% | -0.8% |
| 3Y | +260.6% | +19.3% | +241.3% | +236.8% |
| All | +260.6% | +18.7% | +241.9% | +236.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling