+200.6%
MLM vs SNY
+64.3%
+136.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.3% | -3.6% | +2.4% | -0.2% |
| 30D | -9.1% | -1.9% | -7.2% | -8.6% |
| 3M | -9.0% | -2.0% | -7.0% | -8.5% |
| 6M | -17.0% | +2.5% | -19.6% | -17.7% |
| YTD | -19.0% | -7.0% | -12.0% | -17.5% |
| 1Y | -18.1% | -4.4% | -13.7% | -17.5% |
| 3Y | +16.7% | -8.4% | +25.1% | +16.1% |
| 5Y | +40.2% | +9.5% | +30.7% | +27.8% |
| All | +200.6% | +64.3% | +136.3% | +123.7% |
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