+2,233.8%
SAP vs MLM
+3,843.1%
-1,609.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | -2.9% | -2.9% | 0.0% | -1.9% |
| 30D | +9.0% | -6.8% | +15.8% | +11.6% |
| 3M | +14.9% | -11.2% | +26.2% | +19.4% |
| 6M | +11.9% | -21.8% | +33.7% | +20.9% |
| YTD | -9.9% | -17.0% | +7.1% | -5.0% |
| 1Y | -19.5% | -16.4% | -3.2% | -15.5% |
| 3Y | +61.8% | +14.5% | +47.3% | +49.9% |
| 5Y | +56.2% | +41.7% | +14.4% | +32.7% |
| 10Y | +180.6% | +200.0% | -19.4% | +67.7% |
| All | +2,233.8% | +3,843.1% | -1,609.4% | +462.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling