+18.4%
MLM vs SM
-12.9%
+31.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -0.5% |
| 7D | -2.9% | -19.5% | +16.6% | -2.6% |
| 30D | +10.4% | -20.2% | +30.6% | +10.6% |
| 3M | -3.7% | -6.5% | +2.8% | -3.9% |
| 6M | -10.3% | +1.6% | -11.8% | -11.1% |
| YTD | -14.8% | +61.2% | -76.1% | -20.2% |
| 1Y | -13.9% | +65.4% | -79.2% | -19.7% |
| 3Y | +18.4% | -13.0% | +31.4% | +17.1% |
| All | +18.4% | -12.9% | +31.2% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling