+77.7%
SPY vs MLM
+15.7%
+62.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | +2.6% | -0.9% | +3.5% | +2.9% |
| 30D | -2.0% | +9.0% | -11.0% | -4.5% |
| 3M | -2.8% | -5.6% | +2.8% | -1.2% |
| 6M | +2.1% | -10.7% | +12.8% | +4.9% |
| YTD | +11.5% | -17.2% | +28.6% | +16.5% |
| 1Y | +13.5% | -14.2% | +27.7% | +16.9% |
| 3Y | +77.7% | +15.6% | +62.1% | +60.0% |
| All | +77.7% | +15.7% | +62.0% | +60.0% |
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 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