+113.0%
SPOT vs MLM
+41.9%
+71.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.7% |
| 7D | -0.9% | -2.9% | +2.0% | +0.5% |
| 30D | +12.5% | -6.8% | +19.3% | +16.4% |
| 3M | +9.9% | -11.2% | +21.1% | +15.3% |
| 6M | +1.6% | -21.8% | +23.4% | +13.4% |
| YTD | -6.6% | -17.0% | +10.4% | -0.5% |
| 1Y | -22.9% | -16.4% | -6.6% | -18.7% |
| 3Y | +244.3% | +14.5% | +229.8% | +181.0% |
| All | +113.0% | +41.9% | +71.0% | +46.8% |
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 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