+73.2%
SPY vs MLM
+28.3%
+44.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | +3.3% | -2.0% | +5.3% | +4.1% |
| 30D | -2.7% | +9.5% | -12.2% | -6.2% |
| 3M | -1.7% | -4.7% | +3.0% | -0.2% |
| 6M | +3.1% | -10.7% | +13.8% | +6.6% |
| YTD | +11.9% | -16.6% | +28.5% | +18.1% |
| 1Y | +12.0% | -15.4% | +27.4% | +17.4% |
| 3Y | +78.2% | +15.9% | +62.2% | +57.1% |
| 5Y | +73.2% | +27.1% | +46.1% | +41.2% |
| All | +73.2% | +28.3% | +44.9% | +41.2% |
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