+3,151.0%
MLM vs SAN
+1,503.7%
+1,647.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.0% |
| 7D | -1.2% | +3.5% | -4.7% | -2.4% |
| 30D | +7.9% | -13.2% | +21.2% | +12.8% |
| 3M | -4.5% | -16.9% | +12.5% | +1.1% |
| 6M | -12.6% | +2.3% | -15.0% | -13.9% |
| YTD | -14.9% | +4.9% | -19.8% | -17.4% |
| 1Y | -13.1% | +20.4% | -33.5% | -19.4% |
| 3Y | +21.2% | +243.2% | -222.0% | -22.7% |
| 5Y | +32.0% | +275.3% | -243.3% | -20.7% |
| 10Y | +195.3% | +254.0% | -58.6% | +70.1% |
| All | +3,151.0% | +1,503.7% | +1,647.2% | +1,445.9% |
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