+439.5%
SN vs MLM
+17.1%
+422.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.7% |
| 7D | +7.2% | -4.1% | +11.3% | +9.6% |
| 30D | +20.4% | +8.2% | +12.2% | +15.2% |
| 3M | +23.9% | -3.6% | +27.5% | +26.0% |
| 6M | +93.0% | -15.6% | +108.6% | +110.3% |
| YTD | +99.2% | -16.4% | +115.7% | +115.4% |
| 1Y | +142.6% | -14.3% | +156.9% | +158.6% |
| 3Y | +398.8% | +19.3% | +379.5% | +374.7% |
| All | +439.5% | +17.1% | +422.4% | +410.3% |
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