+18.9%
MLM vs SNY
-7.5%
+26.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | +1.4% | -2.7% | +4.1% | +1.9% |
| 30D | -6.5% | -0.7% | -5.8% | -6.4% |
| 3M | -7.4% | -1.6% | -5.8% | -7.1% |
| 6M | -15.8% | +2.3% | -18.1% | -16.0% |
| YTD | -17.4% | -6.0% | -11.4% | -16.7% |
| 1Y | -17.9% | -2.7% | -15.2% | -17.7% |
| 3Y | +18.9% | -7.5% | +26.3% | +18.4% |
| All | +18.9% | -7.5% | +26.4% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling