+75.0%
SPYM vs MLM
+20.9%
+54.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.2% | +0.8% | -2.9% |
| 7D | -4.7% | -1.2% | -3.5% | -4.4% |
| 30D | -5.9% | +7.9% | -13.8% | -8.0% |
| 3M | -4.5% | -4.5% | 0.0% | -3.3% |
| 6M | +1.9% | -12.6% | +14.5% | +5.5% |
| YTD | +8.4% | -14.9% | +23.3% | +12.3% |
| 1Y | +9.4% | -13.1% | +22.5% | +12.4% |
| All | +75.0% | +20.9% | +54.0% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling