+181.2%
MLM vs SFM
+138.2%
+43.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | -1.3% |
| 7D | -4.1% | -1.2% | -2.9% | -4.0% |
| 30D | +8.2% | -24.8% | +32.9% | +10.7% |
| 3M | -3.6% | -43.7% | +40.1% | +1.6% |
| 6M | -15.6% | -37.3% | +21.7% | -12.4% |
| YTD | -16.4% | -38.4% | +21.9% | -13.5% |
| 1Y | -14.3% | -36.9% | +22.6% | -11.7% |
| 3Y | +19.3% | +20.7% | -1.4% | +11.6% |
| 5Y | +29.6% | +103.5% | -73.9% | +13.2% |
| All | +181.2% | +138.2% | +43.0% | +143.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling