+3,151.0%
MLM vs SM
+976.0%
+2,175.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.6% | -0.6% | -4.5% |
| 7D | -1.2% | -25.1% | +23.9% | +2.6% |
| 30D | +7.9% | -15.6% | +23.5% | +10.1% |
| 3M | -4.5% | +2.7% | -7.2% | -5.6% |
| 6M | -12.6% | -3.8% | -8.8% | -13.8% |
| YTD | -14.9% | +61.8% | -76.7% | -23.0% |
| 1Y | -13.1% | +71.4% | -84.4% | -22.1% |
| 3Y | +21.2% | -20.7% | +41.9% | +18.0% |
| 5Y | +32.0% | -11.5% | +43.5% | +21.2% |
| 10Y | +195.3% | +10.2% | +185.1% | +85.2% |
| All | +3,151.0% | +976.0% | +2,175.0% | +1,278.5% |
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