+55.8%
SMR vs MLM
+18.7%
+37.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -1.8% | +18.1% | +17.7% |
| 7D | -9.6% | -4.1% | -5.5% | -6.4% |
| 30D | -33.8% | +8.2% | -41.9% | -38.0% |
| 3M | -46.4% | -3.6% | -42.8% | -44.8% |
| 6M | -62.4% | -15.6% | -46.9% | -57.4% |
| YTD | -64.1% | -16.4% | -47.7% | -58.8% |
| 1Y | -84.3% | -14.3% | -70.0% | -82.4% |
| 3Y | +55.8% | +19.3% | +36.5% | +45.0% |
| All | +55.8% | +18.7% | +37.1% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling