+828.4%
SPYM vs MLM
+802.7%
+25.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +0.1% | -2.9% | +3.0% | +1.0% |
| 30D | +0.1% | -6.8% | +6.9% | +2.2% |
| 3M | +2.0% | -11.2% | +13.3% | +5.3% |
| 6M | +13.1% | -21.8% | +34.9% | +21.0% |
| YTD | +13.6% | -17.0% | +30.6% | +19.0% |
| 1Y | +20.1% | -16.4% | +36.4% | +25.3% |
| 3Y | +77.6% | +14.5% | +63.1% | +66.5% |
| 5Y | +82.5% | +41.7% | +40.8% | +58.7% |
| 10Y | +317.6% | +200.0% | +117.6% | +175.2% |
| All | +828.4% | +802.7% | +25.7% | +328.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling