+313.9%
SPYM vs MLM
+140.5%
+173.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -0.9% | -5.8% | +4.9% | +1.1% |
| 30D | -2.4% | +9.8% | -12.2% | -5.6% |
| 3M | -1.1% | -5.2% | +4.0% | +0.4% |
| 6M | +3.3% | -10.3% | +13.6% | +6.3% |
| YTD | +12.4% | -15.5% | +27.8% | +17.3% |
| 1Y | +12.5% | -15.0% | +27.6% | +17.3% |
| 3Y | +79.1% | +17.5% | +61.7% | +64.2% |
| 5Y | +75.7% | +30.5% | +45.1% | +52.4% |
| 10Y | +313.9% | +145.5% | +168.3% | +173.2% |
| All | +313.9% | +140.5% | +173.3% | +173.2% |
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 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