+110.6%
MLM vs SITM
+3,318.8%
-3,208.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | -0.2% |
| 7D | -2.9% | -0.1% | -2.8% | -3.1% |
| 30D | +10.4% | -27.4% | +37.8% | +13.5% |
| 3M | -3.7% | -35.6% | +31.9% | -0.1% |
| 6M | -10.3% | -46.6% | +36.4% | -6.2% |
| YTD | -14.8% | +25.8% | -40.6% | -21.3% |
| 1Y | -13.9% | +38.2% | -52.1% | -21.6% |
| 3Y | +18.4% | +311.5% | -293.2% | -12.7% |
| 5Y | +31.8% | +94.6% | -62.8% | -0.2% |
| All | +110.6% | +3,318.8% | -3,208.3% | +5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling