-78.9%
SE vs MLM
+30.6%
-109.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.2% | -0.5% | -2.0% |
| 7D | -1.2% | -1.2% | 0.0% | -0.3% |
| 30D | -21.7% | +7.9% | -29.6% | -26.1% |
| 3M | -34.2% | -4.5% | -29.7% | -32.2% |
| 6M | -10.5% | -12.6% | +2.2% | -3.1% |
| YTD | -40.7% | -14.9% | -25.8% | -35.7% |
| 1Y | -52.1% | -13.1% | -39.0% | -49.0% |
| 3Y | +68.9% | +21.2% | +47.6% | +22.1% |
| 5Y | -78.9% | +32.0% | -110.9% | -86.8% |
| All | -78.9% | +30.6% | -109.5% | -86.8% |
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 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