+21.5%
MLM vs SM
-20.8%
+42.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.6% | -0.6% | -5.1% |
| 7D | -1.2% | -25.1% | +23.9% | -0.9% |
| 30D | +7.9% | -15.6% | +23.5% | +8.0% |
| 3M | -4.5% | +2.7% | -7.2% | -4.8% |
| 6M | -12.6% | -3.8% | -8.8% | -13.1% |
| YTD | -14.9% | +61.8% | -76.7% | -20.2% |
| 1Y | -13.1% | +71.4% | -84.4% | -19.2% |
| All | +21.5% | -20.8% | +42.4% | +20.9% |
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