-3.6%
SMR vs MLM
+40.1%
-43.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -1.2% |
| 7D | +4.4% | -2.9% | +7.3% | +6.2% |
| 30D | +3.4% | -6.8% | +10.2% | +7.9% |
| 3M | -19.2% | -11.2% | -7.9% | -14.2% |
| 6M | -22.6% | -21.8% | -0.8% | -11.0% |
| YTD | -31.5% | -17.0% | -14.6% | -23.7% |
| 1Y | -73.1% | -16.4% | -56.7% | -70.2% |
| 3Y | +55.0% | +14.5% | +40.5% | +50.3% |
| All | -3.6% | +40.1% | -43.7% | -15.2% |
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