+138.8%
MLM vs SAN
+270.1%
-131.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | -0.9% | +4.0% | -4.9% | -2.3% |
| 30D | +9.0% | -7.8% | +16.8% | +11.9% |
| 3M | -5.6% | -16.4% | +10.8% | +0.3% |
| 6M | -10.7% | +3.5% | -14.2% | -12.5% |
| YTD | -17.2% | +6.7% | -23.8% | -20.5% |
| 1Y | -14.2% | +14.5% | -28.7% | -19.8% |
| 3Y | +15.6% | +243.5% | -227.9% | -31.2% |
| 5Y | +26.2% | +296.2% | -270.0% | -31.8% |
| All | +138.8% | +270.1% | -131.4% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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