+70.8%
SAP vs MLM
+23.5%
+47.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.4% |
| 7D | -0.7% | -4.1% | +3.5% | +0.9% |
| 30D | +11.1% | +8.2% | +2.9% | +7.5% |
| 3M | +17.0% | -3.6% | +20.6% | +18.3% |
| 6M | +34.8% | -15.6% | +50.4% | +42.9% |
| YTD | -2.2% | -16.4% | +14.2% | +3.3% |
| 1Y | -6.4% | -14.3% | +7.9% | -2.3% |
| 3Y | +75.1% | +19.3% | +55.8% | +50.8% |
| All | +70.8% | +23.5% | +47.3% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling