-80.9%
SMR vs MLM
-12.5%
-68.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.5% | +4.6% | +5.3% |
| 7D | +1.7% | -3.8% | +5.5% | +5.0% |
| 30D | -24.4% | +11.0% | -35.4% | -30.0% |
| 3M | -44.6% | -3.1% | -41.6% | -43.2% |
| 6M | -56.7% | -9.8% | -46.9% | -53.9% |
| YTD | -61.6% | -14.4% | -47.2% | -59.4% |
| All | -80.9% | -12.5% | -68.4% | -80.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling