+311.0%
SPYM vs MLM
+138.2%
+172.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +2.6% | -0.9% | +3.4% | +2.9% |
| 30D | -2.0% | +9.0% | -11.0% | -5.0% |
| 3M | -2.8% | -5.6% | +2.8% | -1.1% |
| 6M | +2.2% | -10.7% | +12.8% | +5.2% |
| YTD | +11.5% | -17.2% | +28.7% | +17.3% |
| 1Y | +13.5% | -14.2% | +27.7% | +17.8% |
| 3Y | +78.0% | +15.6% | +62.4% | +64.1% |
| 5Y | +73.1% | +26.2% | +46.9% | +51.9% |
| All | +311.0% | +138.2% | +172.7% | +173.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling