-49.7%
SE vs MLM
-12.5%
-37.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.5% | +2.2% |
| 7D | +3.3% | -3.8% | +7.1% | +4.5% |
| 30D | -18.2% | +11.0% | -29.2% | -20.4% |
| 3M | -31.3% | -3.1% | -28.2% | -30.5% |
| 6M | -10.1% | -9.8% | -0.3% | -8.7% |
| YTD | -38.9% | -14.4% | -24.5% | -38.1% |
| All | -49.7% | -12.5% | -37.2% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling