-10.5%
MLM vs SITM
+47.5%
-58.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.4% | +11.7% | +2.3% |
| 7D | +9.1% | -19.5% | +28.7% | +9.1% |
| 30D | +14.6% | -43.2% | +57.8% | +15.1% |
| 3M | +0.3% | -30.8% | +31.1% | +0.6% |
| 6M | -7.5% | -28.6% | +21.1% | -8.1% |
| YTD | -10.2% | +14.2% | -24.4% | -14.9% |
| 1Y | -10.5% | +44.4% | -54.9% | -15.9% |
| All | -10.5% | +47.5% | -58.0% | -15.9% |
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