+145.5%
MLM vs SM
+10.6%
+134.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.6% | -6.3% | -1.4% |
| 7D | -5.8% | +0.3% | -6.1% | -5.9% |
| 30D | +9.8% | -17.3% | +27.2% | +11.7% |
| 3M | -5.2% | -3.6% | -1.6% | -5.4% |
| 6M | -10.3% | +2.9% | -13.2% | -11.8% |
| YTD | -15.5% | +70.2% | -85.7% | -22.3% |
| 1Y | -15.0% | +66.5% | -81.5% | -21.8% |
| 3Y | +17.5% | -8.2% | +25.7% | +13.3% |
| 5Y | +30.5% | -1.5% | +32.0% | +21.0% |
| 10Y | +145.5% | +11.9% | +133.6% | +60.2% |
| All | +145.5% | +10.6% | +134.9% | +60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling