+3,327.9%
MLM vs SAN
+1,511.7%
+1,816.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.4% | -4.1% | +0.3% |
| 7D | +9.1% | +4.5% | +4.6% | +7.5% |
| 30D | +14.6% | -12.1% | +26.7% | +19.3% |
| 3M | +0.3% | -15.6% | +15.8% | +5.6% |
| 6M | -7.5% | +5.8% | -13.3% | -9.8% |
| YTD | -10.2% | +5.5% | -15.7% | -13.0% |
| 1Y | -10.5% | +23.6% | -34.1% | -17.8% |
| 3Y | +27.8% | +244.9% | -217.1% | -18.6% |
| 5Y | +38.9% | +282.2% | -243.3% | -17.0% |
| 10Y | +211.4% | +255.8% | -44.3% | +79.1% |
| All | +3,327.9% | +1,511.7% | +1,816.2% | +1,527.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling