+589.4%
SE vs MLM
+161.3%
+428.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.5% |
| 7D | -6.1% | -2.9% | -3.2% | -4.7% |
| 30D | -2.5% | -6.8% | +4.4% | +1.0% |
| 3M | +21.7% | -11.2% | +33.0% | +28.2% |
| 6M | +27.0% | -21.8% | +48.8% | +41.8% |
| YTD | -12.1% | -17.0% | +4.8% | -5.2% |
| 1Y | -40.9% | -16.4% | -24.5% | -36.7% |
| 3Y | +191.0% | +14.5% | +176.5% | +160.3% |
| 5Y | -68.3% | +41.7% | -110.0% | -74.2% |
| All | +589.4% | +161.3% | +428.0% | +332.3% |
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