+3,070.5%
MLM vs SM
+1,223.2%
+1,847.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.7% | +1.5% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -6.8% | +26.3% | -33.1% | -10.0% |
| 3M | -11.2% | +8.7% | -19.9% | -13.1% |
| 6M | -21.8% | +51.7% | -73.5% | -27.8% |
| YTD | -17.0% | +99.0% | -116.0% | -26.6% |
| 1Y | -16.4% | +34.6% | -51.0% | -22.1% |
| 3Y | +14.5% | -7.8% | +22.2% | +9.5% |
| 5Y | +41.7% | +104.8% | -63.0% | +15.0% |
| 10Y | +200.0% | +7.2% | +192.8% | +90.5% |
| All | +3,070.5% | +1,223.2% | +1,847.3% | +1,213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling