+24.5%
SSPC vs MLM
-10.6%
+35.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.3% | -5.2% | +23.4% | +17.3% |
| 7D | +29.9% | -1.2% | +31.1% | +28.8% |
| 30D | +73.6% | +7.9% | +65.7% | +73.7% |
| 3M | -46.3% | -4.5% | -41.8% | -47.8% |
| All | +24.5% | -10.6% | +35.0% | +25.4% |
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 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 · Available span rolling