+206.1%
MLM vs SM
+6.6%
+199.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.7% | +1.4% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -6.8% | +26.3% | -33.1% | -9.3% |
| 3M | -11.2% | +8.7% | -19.9% | -12.6% |
| 6M | -21.8% | +51.7% | -73.5% | -26.5% |
| YTD | -17.0% | +99.0% | -116.0% | -24.6% |
| 1Y | -16.4% | +34.6% | -51.0% | -20.8% |
| 3Y | +14.5% | -7.8% | +22.2% | +10.8% |
| 5Y | +41.7% | +104.8% | -63.0% | +20.8% |
| All | +206.1% | +6.6% | +199.5% | +103.1% |
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