+20.2%
SGOV vs MLM
+40.7%
-20.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | +0.1% | -2.7% | +2.8% | +0.1% |
| 30D | +0.3% | -8.3% | +8.6% | +0.3% |
| 3M | +0.9% | -12.0% | +12.9% | +0.9% |
| 6M | +1.8% | -17.6% | +19.5% | +1.8% |
| YTD | +2.5% | -18.9% | +21.4% | +2.5% |
| 1Y | +3.8% | -17.6% | +21.4% | +3.8% |
| 3Y | +14.4% | +16.8% | -2.4% | +14.4% |
| 5Y | +20.2% | +41.0% | -20.9% | +20.2% |
| All | +20.2% | +40.7% | -20.6% | +20.2% |
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