+385.8%
SN vs MLM
+20.9%
+364.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | +2.1% |
| 7D | +3.8% | -1.2% | +5.1% | +4.5% |
| 30D | +17.5% | +7.9% | +9.6% | +12.1% |
| 3M | +19.2% | -4.5% | +23.7% | +22.2% |
| 6M | +84.9% | -12.6% | +97.6% | +99.1% |
| YTD | +94.0% | -14.9% | +108.9% | +108.8% |
| 1Y | +151.3% | -13.1% | +164.4% | +166.6% |
| All | +385.8% | +20.9% | +364.8% | +350.6% |
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