+365.7%
SE vs MLM
+163.0%
+202.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +1.0% |
| 7D | +2.0% | -4.1% | +6.1% | +4.2% |
| 30D | -20.0% | +8.2% | -28.2% | -23.1% |
| 3M | -31.8% | -3.6% | -28.2% | -30.7% |
| 6M | -15.9% | -15.6% | -0.3% | -9.7% |
| YTD | -40.6% | -16.4% | -24.2% | -36.4% |
| 1Y | -50.7% | -14.3% | -36.3% | -47.9% |
| 3Y | +70.3% | +19.3% | +51.0% | +49.1% |
| 5Y | -78.8% | +29.6% | -108.4% | -82.3% |
| All | +365.7% | +163.0% | +202.7% | +190.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling