+138.8%
MLM vs SNY
+76.4%
+62.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.9% | +2.8% | -3.7% | -1.7% |
| 30D | +9.0% | +21.6% | -12.6% | +3.0% |
| 3M | -5.6% | +10.5% | -16.0% | -8.3% |
| 6M | -10.7% | +14.0% | -24.7% | -14.1% |
| YTD | -17.2% | +5.4% | -22.5% | -18.7% |
| 1Y | -14.2% | -2.5% | -11.8% | -14.0% |
| 3Y | +15.6% | +22.1% | -6.5% | +6.2% |
| 5Y | +26.2% | +18.0% | +8.2% | +13.5% |
| All | +138.8% | +76.4% | +62.3% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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