+145.5%
MLM vs SAN
+275.0%
-129.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.5% |
| 7D | -5.8% | +3.4% | -9.2% | -7.0% |
| 30D | +9.8% | -6.3% | +16.1% | +12.1% |
| 3M | -5.2% | -14.1% | +8.9% | -0.3% |
| 6M | -10.3% | +4.2% | -14.4% | -12.3% |
| YTD | -15.5% | +9.0% | -24.5% | -19.5% |
| 1Y | -15.0% | +18.8% | -33.8% | -21.6% |
| 3Y | +17.5% | +252.0% | -234.6% | -30.8% |
| 5Y | +30.5% | +299.5% | -268.9% | -29.6% |
| 10Y | +145.5% | +276.7% | -131.1% | +16.3% |
| All | +145.5% | +275.0% | -129.5% | +16.3% |
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