+41.0%
MLM vs SNY
+7.6%
+33.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.6% |
| 7D | -2.7% | -3.6% | +0.9% | -1.9% |
| 30D | -8.3% | -1.4% | -6.9% | -8.0% |
| 3M | -12.0% | -4.2% | -7.8% | -11.2% |
| 6M | -17.6% | +2.0% | -19.6% | -17.9% |
| YTD | -18.9% | -6.7% | -12.2% | -17.8% |
| 1Y | -17.6% | -4.7% | -13.0% | -17.1% |
| 3Y | +16.8% | -8.1% | +24.9% | +16.6% |
| 5Y | +41.0% | +8.2% | +32.8% | +28.8% |
| All | +41.0% | +7.6% | +33.4% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling