+82.7%
SAP vs MLM
+20.9%
+61.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.2% | +6.6% | +2.9% |
| 7D | +4.0% | -1.2% | +5.3% | +4.3% |
| 30D | +15.7% | +7.9% | +7.8% | +13.1% |
| 3M | +23.4% | -4.5% | +27.9% | +24.7% |
| 6M | +41.3% | -12.6% | +53.9% | +45.9% |
| YTD | +2.0% | -14.9% | +16.9% | +5.7% |
| 1Y | -5.1% | -13.1% | +8.0% | -2.4% |
| All | +82.7% | +20.9% | +61.8% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling