+365.1%
SE vs MLM
+167.9%
+197.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.2% | -0.5% | -3.2% |
| 7D | -1.2% | -1.2% | 0.0% | -0.6% |
| 30D | -21.7% | +7.9% | -29.6% | -24.6% |
| 3M | -34.2% | -4.5% | -29.7% | -32.8% |
| 6M | -10.5% | -12.6% | +2.2% | -5.4% |
| YTD | -40.7% | -14.9% | -25.8% | -37.0% |
| 1Y | -52.1% | -13.1% | -39.0% | -49.7% |
| 3Y | +68.9% | +21.2% | +47.6% | +46.8% |
| 5Y | -78.9% | +32.0% | -110.9% | -82.5% |
| All | +365.1% | +167.9% | +197.2% | +187.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling