+181.2%
MLM vs SM
+8.2%
+173.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | -4.1% | -25.9% | +21.8% | -1.2% |
| 30D | +8.2% | -15.1% | +23.3% | +9.7% |
| 3M | -3.6% | +4.9% | -8.4% | -4.7% |
| 6M | -15.6% | +6.1% | -21.7% | -17.3% |
| YTD | -16.4% | +63.4% | -79.9% | -22.9% |
| 1Y | -14.3% | +72.5% | -86.8% | -21.6% |
| 3Y | +19.3% | -16.9% | +36.2% | +16.3% |
| 5Y | +29.6% | -10.6% | +40.2% | +21.3% |
| All | +181.2% | +8.2% | +173.0% | +87.0% |
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