-68.1%
SE vs MLM
+41.9%
-110.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.7% |
| 7D | -6.1% | -2.9% | -3.2% | -4.2% |
| 30D | -2.5% | -6.8% | +4.4% | +2.6% |
| 3M | +21.7% | -11.2% | +33.0% | +30.7% |
| 6M | +27.0% | -21.8% | +48.8% | +48.7% |
| YTD | -12.1% | -17.0% | +4.8% | -2.7% |
| 1Y | -40.9% | -16.4% | -24.5% | -35.3% |
| 3Y | +191.0% | +14.5% | +176.5% | +126.8% |
| All | -68.1% | +41.9% | -110.0% | -79.2% |
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 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