+67.8%
SAP vs MLM
+18.0%
+49.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.4% |
| 7D | -2.5% | -5.8% | +3.4% | -0.9% |
| 30D | +7.5% | +9.8% | -2.4% | +4.5% |
| 3M | +11.6% | -5.2% | +16.8% | +13.1% |
| 6M | +37.6% | -10.3% | +47.9% | +41.0% |
| YTD | -2.0% | -15.5% | +13.5% | +1.8% |
| 1Y | -6.4% | -15.0% | +8.7% | -3.0% |
| All | +67.8% | +18.0% | +49.8% | +57.5% |
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