+455.3%
SN vs MLM
+20.0%
+435.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.5% | +1.6% |
| 7D | +7.6% | -3.8% | +11.5% | +9.9% |
| 30D | +24.1% | +11.0% | +13.1% | +17.1% |
| 3M | +23.7% | -3.1% | +26.8% | +25.5% |
| 6M | +105.5% | -9.8% | +115.3% | +115.7% |
| YTD | +105.1% | -14.4% | +119.5% | +118.8% |
| 1Y | +148.3% | -12.6% | +160.8% | +161.7% |
| 3Y | +438.7% | +19.7% | +418.9% | +406.5% |
| All | +455.3% | +20.0% | +435.4% | +418.3% |
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