-78.0%
SE vs MLM
+23.5%
-101.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +1.4% |
| 7D | +2.0% | -4.1% | +6.1% | +5.2% |
| 30D | -20.0% | +8.2% | -28.2% | -24.7% |
| 3M | -31.8% | -3.6% | -28.2% | -30.3% |
| 6M | -15.9% | -15.6% | -0.3% | -6.6% |
| YTD | -40.6% | -16.4% | -24.2% | -34.7% |
| 1Y | -50.7% | -14.3% | -36.3% | -47.0% |
| 3Y | +70.3% | +19.3% | +51.0% | +23.9% |
| All | -78.0% | +23.5% | -101.5% | -85.9% |
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