+67.3%
SPY vs MLM
+30.6%
+36.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.2% | +0.8% | -2.4% |
| 7D | -4.7% | -1.2% | -3.5% | -4.3% |
| 30D | -5.9% | +7.9% | -13.9% | -8.8% |
| 3M | -4.5% | -4.5% | -0.1% | -3.1% |
| 6M | +1.8% | -12.6% | +14.4% | +6.4% |
| YTD | +8.3% | -14.9% | +23.2% | +13.5% |
| 1Y | +9.3% | -13.1% | +22.4% | +13.4% |
| 3Y | +74.9% | +21.2% | +53.6% | +51.3% |
| 5Y | +67.3% | +32.0% | +35.3% | +33.8% |
| All | +67.3% | +30.6% | +36.6% | +33.8% |
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