+2,803.1%
SPY vs MLM
+2,961.7%
-158.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +0.1% | -2.9% | +3.0% | +1.0% |
| 30D | +0.1% | -6.8% | +6.9% | +2.1% |
| 3M | +2.0% | -11.2% | +13.2% | +5.3% |
| 6M | +13.0% | -21.8% | +34.9% | +21.0% |
| YTD | +13.5% | -17.0% | +30.5% | +19.0% |
| 1Y | +20.0% | -16.4% | +36.3% | +25.2% |
| 3Y | +77.2% | +14.5% | +62.7% | +66.2% |
| 5Y | +81.9% | +41.7% | +40.1% | +58.2% |
| 10Y | +314.1% | +200.0% | +114.0% | +171.0% |
| All | +2,803.1% | +2,961.7% | -158.6% | +898.0% |
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 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