+425.4%
SN vs MLM
+19.2%
+406.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | +1.9% |
| 7D | +3.8% | -1.2% | +5.1% | +4.5% |
| 30D | +17.5% | +7.9% | +9.6% | +12.6% |
| 3M | +19.2% | -4.5% | +23.7% | +21.9% |
| 6M | +84.9% | -12.6% | +97.6% | +97.7% |
| YTD | +94.0% | -14.9% | +108.9% | +107.7% |
| 1Y | +151.3% | -13.1% | +164.4% | +165.8% |
| 3Y | +387.1% | +21.2% | +365.8% | +359.1% |
| All | +425.4% | +19.2% | +406.1% | +392.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling