-45.9%
SMR vs MLM
+44.5%
-90.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.5% | +4.6% | +5.6% |
| 7D | +1.7% | -3.8% | +5.5% | +4.3% |
| 30D | -24.4% | +11.0% | -35.4% | -29.0% |
| 3M | -44.6% | -3.1% | -41.6% | -43.6% |
| 6M | -56.7% | -9.8% | -46.9% | -54.5% |
| YTD | -61.6% | -14.4% | -47.2% | -58.0% |
| 1Y | -82.1% | -12.6% | -69.5% | -80.6% |
| 3Y | +161.5% | +19.7% | +141.8% | +147.5% |
| All | -45.9% | +44.5% | -90.5% | -53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling