+43.5%
MLM vs SAN
+381.6%
-338.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -2.9% | +1.8% | -4.7% | -3.4% |
| 30D | -6.8% | +2.0% | -8.8% | -7.3% |
| 3M | -11.2% | +19.7% | -31.0% | -15.8% |
| 6M | -21.8% | +30.6% | -52.5% | -27.7% |
| YTD | -17.0% | +28.8% | -45.8% | -23.4% |
| 1Y | -16.4% | +57.8% | -74.1% | -27.1% |
| 3Y | +14.5% | +338.1% | -323.7% | -27.9% |
| All | +43.5% | +381.6% | -338.1% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling