-6.4%
SAP vs MLM
-14.5%
+8.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.8% |
| 7D | -0.7% | -4.1% | +3.5% | 0.0% |
| 30D | +11.1% | +8.2% | +2.9% | +9.4% |
| 3M | +17.0% | -3.6% | +20.6% | +17.7% |
| 6M | +34.8% | -15.6% | +50.4% | +38.5% |
| YTD | -2.2% | -16.4% | +14.2% | +0.5% |
| 1Y | -6.4% | -14.3% | +7.9% | -5.2% |
| All | -6.4% | -14.5% | +8.0% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling