+106.6%
MLM vs SITM
+3,107.0%
-3,000.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +17.4% | -19.3% | -3.7% |
| 7D | -4.1% | -6.7% | +2.6% | -3.7% |
| 30D | +8.2% | -37.3% | +45.5% | +13.0% |
| 3M | -3.6% | -39.4% | +35.8% | +0.6% |
| 6M | -15.6% | -33.1% | +17.6% | -14.7% |
| YTD | -16.4% | +18.0% | -34.5% | -22.3% |
| 1Y | -14.3% | +22.7% | -37.0% | -21.0% |
| 3Y | +19.3% | +283.8% | -264.5% | -11.4% |
| 5Y | +29.6% | +45.0% | -15.5% | +1.3% |
| All | +106.6% | +3,107.0% | -3,000.5% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling