-89.4%
SNDQ vs MLM
-13.5%
-75.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | +2.5% | -14.6% | -12.4% |
| 7D | +23.4% | -3.8% | +27.2% | +23.6% |
| 30D | +128.3% | +11.0% | +117.3% | +118.5% |
| 3M | -2.6% | -3.1% | +0.4% | -4.4% |
| 6M | -62.1% | -9.8% | -52.3% | -58.1% |
| All | -89.4% | -13.5% | -75.9% | -87.7% |
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