+319.5%
SN vs MLM
+16.3%
+303.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.7% |
| 7D | -9.3% | -2.9% | -6.4% | -7.8% |
| 30D | -4.8% | -6.8% | +2.0% | -1.0% |
| 3M | +40.4% | -11.2% | +51.7% | +49.2% |
| 6M | +50.9% | -21.8% | +72.8% | +71.6% |
| YTD | +54.9% | -17.0% | +71.9% | +68.6% |
| 1Y | +43.0% | -16.4% | +59.4% | +54.4% |
| 3Y | +391.8% | +14.5% | +377.4% | +361.7% |
| All | +319.5% | +16.3% | +303.2% | +299.5% |
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