-10.5%
MLM vs SM
+70.4%
-80.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -15.3% | +17.7% | -0.1% |
| 7D | +9.1% | -21.5% | +30.6% | +5.3% |
| 30D | +14.6% | -11.4% | +26.0% | +12.8% |
| 3M | +0.3% | +0.6% | -0.3% | +1.4% |
| 6M | -7.5% | +0.2% | -7.7% | -5.7% |
| YTD | -10.2% | +69.7% | -79.9% | -8.6% |
| 1Y | -10.5% | +71.6% | -82.1% | -9.3% |
| All | -10.5% | +70.4% | -80.9% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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