-52.1%
SMR vs MLM
+40.8%
-92.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.3% | -6.5% | -7.1% |
| 7D | +10.3% | -2.0% | +12.3% | +11.6% |
| 30D | -25.7% | +9.5% | -35.2% | -29.6% |
| 3M | -49.7% | -4.7% | -45.0% | -48.3% |
| 6M | -59.8% | -10.7% | -49.1% | -57.5% |
| YTD | -66.0% | -16.6% | -49.4% | -62.2% |
| 1Y | -81.4% | -15.4% | -66.1% | -79.5% |
| 3Y | +130.6% | +15.9% | +114.7% | +122.2% |
| All | -52.1% | +40.8% | -92.9% | -58.0% |
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