+206.1%
MLM vs SAN
+345.3%
-139.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -2.9% | +1.8% | -4.7% | -3.5% |
| 30D | -6.8% | +2.0% | -8.8% | -7.5% |
| 3M | -11.2% | +19.7% | -31.0% | -17.1% |
| 6M | -21.8% | +30.6% | -52.5% | -29.4% |
| YTD | -17.0% | +28.8% | -45.8% | -25.2% |
| 1Y | -16.4% | +57.8% | -74.1% | -30.2% |
| 3Y | +14.5% | +338.1% | -323.7% | -37.3% |
| 5Y | +41.7% | +384.2% | -342.5% | -28.5% |
| All | +206.1% | +345.3% | -139.2% | +39.5% |
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