+2,669.8%
SPY vs MLM
+3,039.4%
-369.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.2% | +0.8% | -2.8% |
| 7D | -4.7% | -1.2% | -3.5% | -4.4% |
| 30D | -5.9% | +7.9% | -13.9% | -8.2% |
| 3M | -4.5% | -4.5% | -0.1% | -3.5% |
| 6M | +1.8% | -12.6% | +14.4% | +5.3% |
| YTD | +8.3% | -14.9% | +23.2% | +12.4% |
| 1Y | +9.3% | -13.1% | +22.4% | +12.7% |
| 3Y | +74.9% | +21.2% | +53.6% | +61.1% |
| 5Y | +67.3% | +32.0% | +35.3% | +48.6% |
| 10Y | +311.6% | +195.3% | +116.2% | +170.5% |
| All | +2,669.8% | +3,039.4% | -369.6% | +843.2% |
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 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