-16.4%
MLM vs SFM
-41.4%
+25.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.7% | +1.2% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | -6.8% | -4.4% | -2.5% | -6.9% |
| 3M | -11.2% | +1.5% | -12.8% | -11.3% |
| 6M | -21.8% | +6.5% | -28.3% | -22.2% |
| YTD | -17.0% | +2.2% | -19.1% | -17.2% |
| 1Y | -16.4% | -41.9% | +25.5% | -4.8% |
| All | -16.4% | -41.4% | +25.1% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling