+312.2%
SPYM vs MLM
+167.5%
+144.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.1% | +1.5% |
| 7D | +0.1% | -3.8% | +3.9% | +1.4% |
| 30D | -3.3% | +11.0% | -14.3% | -6.8% |
| 3M | -2.4% | -3.1% | +0.7% | -1.6% |
| 6M | +2.6% | -9.8% | +12.4% | +5.3% |
| YTD | +11.3% | -14.4% | +25.7% | +15.7% |
| 1Y | +13.5% | -12.6% | +26.0% | +17.1% |
| 3Y | +80.3% | +19.7% | +60.5% | +64.2% |
| 5Y | +72.7% | +29.8% | +43.0% | +50.1% |
| 10Y | +312.2% | +153.5% | +158.7% | +170.4% |
| All | +312.2% | +167.5% | +144.7% | +170.4% |
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