-16.4%
MLM vs SITM
+174.8%
-191.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.5% | -5.4% | +1.1% |
| 7D | -2.9% | +9.7% | -12.6% | -3.0% |
| 30D | -6.8% | +12.7% | -19.5% | -7.0% |
| 3M | -11.2% | -13.4% | +2.2% | -10.6% |
| 6M | -21.8% | +59.6% | -81.5% | -25.4% |
| YTD | -17.0% | +73.3% | -90.3% | -21.5% |
| 1Y | -16.4% | +165.5% | -181.9% | -24.3% |
| All | -16.4% | +174.8% | -191.1% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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