+264.0%
SPOT vs MLM
+171.8%
+92.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.5% |
| 7D | -0.9% | -2.9% | +2.0% | 0.0% |
| 30D | +12.5% | -6.8% | +19.3% | +15.1% |
| 3M | +9.9% | -11.2% | +21.1% | +13.6% |
| 6M | +1.6% | -21.8% | +23.4% | +9.3% |
| YTD | -6.6% | -17.0% | +10.4% | -2.2% |
| 1Y | -22.9% | -16.4% | -6.6% | -19.7% |
| 3Y | +244.3% | +14.5% | +229.8% | +214.7% |
| 5Y | +117.8% | +41.7% | +76.1% | +84.0% |
| All | +264.0% | +171.8% | +92.2% | +131.4% |
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