+228.4%
SAP vs MLM
+190.7%
+37.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.2% | +6.6% | +3.0% |
| 7D | +4.0% | -1.2% | +5.3% | +4.4% |
| 30D | +15.7% | +7.9% | +7.8% | +12.8% |
| 3M | +23.4% | -4.5% | +27.9% | +24.8% |
| 6M | +41.3% | -12.6% | +53.9% | +46.1% |
| YTD | +2.0% | -14.9% | +16.9% | +5.9% |
| 1Y | -5.1% | -13.1% | +8.0% | -2.2% |
| 3Y | +82.1% | +21.2% | +60.9% | +66.9% |
| 5Y | +77.2% | +32.0% | +45.2% | +55.3% |
| All | +228.4% | +190.7% | +37.7% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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