+68.3%
SPYM vs MLM
+23.5%
+44.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.0% |
| 7D | -2.7% | -4.1% | +1.4% | -1.1% |
| 30D | -5.4% | +8.2% | -13.5% | -8.3% |
| 3M | -4.1% | -3.6% | -0.5% | -3.0% |
| 6M | +0.8% | -15.6% | +16.3% | +6.7% |
| YTD | +8.8% | -16.4% | +25.2% | +14.7% |
| 1Y | +11.0% | -14.3% | +25.3% | +15.7% |
| 3Y | +75.5% | +19.3% | +56.2% | +52.8% |
| All | +68.3% | +23.5% | +44.8% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling