-48.1%
SMR vs MLM
+43.8%
-91.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.7% |
| 7D | -2.8% | -2.9% | +0.1% | -0.8% |
| 30D | -27.5% | +10.4% | -37.9% | -31.6% |
| 3M | -43.1% | -3.7% | -39.4% | -41.8% |
| 6M | -58.4% | -10.3% | -48.1% | -56.2% |
| YTD | -63.2% | -14.8% | -48.4% | -59.6% |
| 1Y | -81.6% | -13.9% | -67.8% | -80.0% |
| 3Y | +149.8% | +18.4% | +131.4% | +137.6% |
| All | -48.1% | +43.8% | -91.9% | -55.1% |
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