+465.5%
MLM vs SFM
+132.6%
+332.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.7% | +0.8% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | -6.8% | -4.4% | -2.5% | -6.4% |
| 3M | -11.2% | +1.5% | -12.8% | -11.8% |
| 6M | -21.8% | +6.5% | -28.3% | -23.1% |
| YTD | -17.0% | +2.2% | -19.1% | -18.1% |
| 1Y | -16.4% | -41.9% | +25.5% | -11.6% |
| 3Y | +14.5% | +106.8% | -92.3% | +0.7% |
| 5Y | +41.7% | +231.6% | -189.8% | +15.9% |
| 10Y | +200.0% | +258.4% | -58.4% | +133.5% |
| All | +465.5% | +132.6% | +332.9% | +360.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling