+404.4%
SNXX vs MLM
-22.4%
+426.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.1% | -7.9% | -7.9% |
| 7D | +16.8% | -1.3% | +18.0% | +17.2% |
| 30D | +65.3% | -9.1% | +74.4% | +69.1% |
| 3M | -34.8% | -9.0% | -25.8% | -33.0% |
| 6M | +255.1% | -17.0% | +272.2% | +282.0% |
| All | +404.4% | -22.4% | +426.8% | +463.8% |
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